Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1280597.6658 | 1282587.6141 | -1989.9483 | 626329.4516 | 1472914.54 | -846585.0884 |
Total P&L (%) | 1280.5977 | 1282.5876 | -1.9899 | 626.3295 | 1472.9145 | -846.5851 |
Avg Daily Profit (%) | 0.7061 | 0.7071 | -0.0011 | 0.1094 | 0.152 | 0 |
Buy And Hold Return (%) | 565.1754 | 565.1754 | 565.1754 | 565.1754 | 565.1754 | 565.1754 |
Max Trade Drawdown | -115994 | -95006 | -66638 | -2481857 | -1989338 | -1308747 |
Profit Factor | 2.7039 | 3.7491 | 0.993 | 1.0533 | 1.2088 | 0.8197 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 85 | 35 | 50 | 85 | 35 | 50 |
Losing Trades | 94 | 54 | 40 | 94 | 54 | 40 |
Profitability (%) | 47.486 | 39.3258 | 55.5556 | 47.486 | 39.3258 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.9902 | 5.7844 | 0.7944 | 1.1648 | 1.8649 | 0.6557 |
Largest Winning Trade | 696300 | 696300 | 67810 | 2432914 | 2432914 | 890893 |
Largest Losing Trade | -42695 | -42695 | -33339 | -668183 | -516625 | -668183 |
Avg Bars in Trades | 37 | 43 | 31 | 37 | 43 | 31 |
Avg Bars in Winners | 52 | 66 | 43 | 52 | 66 | 43 |
Avg Bars in Losers | 23 | 28 | 17 | 23 | 28 | 17 |
Bars Traded | 6740 | 3866 | 2874 | 6740 | 3866 | 2874 |
Profit Streak | 0 | 87.0978 | 0 | 0 | 87.0978 | 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 | 445129 | 383403 | -580371 | -340596 | 46697 | -580371 |
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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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