Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1312609.1219 | 1300563.0008 | 12046.1211 | 571217.1946 | 336791.7018 | 234425.4928 |
Total P&L (%) | 1312.6091 | 1300.563 | 12.0461 | 571.2172 | 336.7917 | 234.4255 |
Avg Daily Profit (%) | 0.7237 | 0.7171 | 0.0066 | 0.105 | 0.0813 | 0.0666 |
Buy And Hold Return (%) | 577.2484 | 577.2484 | 577.2484 | 577.2484 | 577.2484 | 577.2484 |
Max Trade Drawdown | -134480 | -143342 | -50214 | -1502111 | -1465952 | -268745 |
Profit Factor | 3.4915 | 4.1549 | 1.1051 | 1.1301 | 1.0937 | 1.2947 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 38 | 11 | 27 | 38 | 11 | 27 |
Losing Trades | 57 | 36 | 21 | 57 | 36 | 21 |
Profitability (%) | 40 | 23.4043 | 56.25 | 40 | 23.4043 | 56.25 |
Ratio Avg Win / Avg Loss | 5.2372 | 13.5979 | 0.8595 | 1.6952 | 3.5794 | 1.007 |
Largest Winning Trade | 667456 | 667456 | 26128 | 1364295 | 1364295 | 152941 |
Largest Losing Trade | -43011 | -43011 | -23542 | -609810 | -609810 | -199691 |
Avg Bars in Trades | 69 | 137 | 3 | 69 | 137 | 3 |
Avg Bars in Winners | 119 | 406 | 3 | 119 | 406 | 3 |
Avg Bars in Losers | 36 | 55 | 2 | 36 | 55 | 2 |
Bars Traded | 6627 | 6482 | 145 | 6627 | 6482 | 145 |
Profit Streak | 79.5252 | 0 | 155.0252 | 79.5252 | 0 | 155.0252 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397859 | -22614 | -453778 | -297493 | -403553 | -267226 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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