Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1031646.2996 | 1126073.8709 | -94427.5712 | -17291.5654 | 87744.3495 | -105035.9148 |
Total P&L (%) | 1031.6463 | 1126.0739 | -94.4276 | -17.2916 | 87.7443 | -105.0359 |
Avg Daily Profit (%) | 0.567 | 0.6189 | -0.0519 | -0.0104 | 0.0346 | 0 |
Buy And Hold Return (%) | 562.6562 | 562.6562 | 562.6562 | 562.6562 | 562.6562 | 562.6562 |
Max Trade Drawdown | -199290 | -116613 | -169475 | -151038 | -102241 | -132494 |
Profit Factor | 2.3804 | 4.3007 | 0.7675 | 0.9707 | 1.304 | 0.6511 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 44.1558 | 42.1053 | 46.1538 | 44.1558 | 42.1053 | 46.1538 |
Ratio Avg Win / Avg Loss | 3.0105 | 5.9135 | 0.8955 | 1.2276 | 1.7929 | 0.7596 |
Largest Winning Trade | 744558 | 744558 | 68626 | 125465 | 125465 | 33476 |
Largest Losing Trade | -77783 | -47616 | -77783 | -78107 | -78107 | -58999 |
Avg Bars in Trades | 92 | 81 | 103 | 92 | 81 | 103 |
Avg Bars in Winners | 130 | 114 | 143 | 130 | 114 | 143 |
Avg Bars in Losers | 63 | 57 | 69 | 63 | 57 | 69 |
Bars Traded | 7144 | 3098 | 4045 | 7144 | 3098 | 4045 |
Profit Streak | 0 | 101.0706 | 0 | 0 | 101.0706 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40840 | 357169 | -582253 | -627661 | -313295 | -582253 |
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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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