Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1268583.7015 | 1214786.9586 | 53796.7429 | 2318944.9576 | 3068735.1354 | -749790.1778 |
Total P&L (%) | 1268.5837 | 1214.787 | 53.7967 | 2318.945 | 3068.7351 | -749.7902 |
Avg Daily Profit (%) | 0.6992 | 0.6696 | 0.0297 | 0.1758 | 0.1907 | 0 |
Buy And Hold Return (%) | 688.2006 | 688.2006 | 688.2006 | 688.2006 | 688.2006 | 688.2006 |
Max Trade Drawdown | -117418 | -110141 | -113115 | -1376777 | -748055 | -1883765 |
Profit Factor | 2.7455 | 4.3989 | 1.1456 | 1.3288 | 1.9824 | 0.8091 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 70 | 28 | 42 | 70 | 28 | 42 |
Losing Trades | 83 | 49 | 34 | 83 | 49 | 34 |
Profitability (%) | 45.7516 | 36.3636 | 55.2632 | 45.7516 | 36.3636 | 55.2632 |
Ratio Avg Win / Avg Loss | 3.2554 | 7.6981 | 0.9274 | 1.5756 | 3.4692 | 0.655 |
Largest Winning Trade | 652581 | 652581 | 70945 | 1760421 | 1760421 | 485172 |
Largest Losing Trade | -42156 | -25493 | -42156 | -695008 | -262053 | -695008 |
Avg Bars in Trades | 45 | 46 | 44 | 45 | 46 | 44 |
Avg Bars in Winners | 59 | 71 | 50 | 59 | 71 | 50 |
Avg Bars in Losers | 34 | 32 | 36 | 34 | 32 | 36 |
Bars Traded | 6964 | 3590 | 3372 | 6964 | 3590 | 3372 |
Profit Streak | 0 | 0 | 15.7091 | 0 | 0 | 15.7091 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315357 | -36310 | -428948 | 200472 | -37351 | -628695 |
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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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