Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1020224.814 | 1079425.9393 | -59201.1253 | 228591.3227 | 746269.9225 | -517678.5998 |
Total P&L (%) | 1020.2248 | 1079.4259 | -59.2011 | 228.5913 | 746.2699 | -517.6786 |
Avg Daily Profit (%) | 0.5617 | 0.5943 | -0.0326 | 0.0655 | 0.1177 | 0 |
Buy And Hold Return (%) | 583.6871 | 583.6871 | 583.6871 | 583.6871 | 583.6871 | 583.6871 |
Max Trade Drawdown | -182880 | -113964 | -155342 | -670490 | -468199 | -580727 |
Profit Factor | 2.3635 | 4.064 | 0.8505 | 1.0929 | 1.6117 | 0.5823 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Profitability (%) | 40.2174 | 43.4783 | 36.9565 | 40.2174 | 43.4783 | 36.9565 |
Ratio Avg Win / Avg Loss | 3.5132 | 5.2832 | 1.4508 | 1.6247 | 2.0953 | 0.9934 |
Largest Winning Trade | 651429 | 651429 | 75164 | 633920 | 633920 | 222341 |
Largest Losing Trade | -49257 | -45362 | -49257 | -332618 | -332618 | -215451 |
Avg Bars in Trades | 77 | 67 | 87 | 77 | 67 | 87 |
Avg Bars in Winners | 123 | 95 | 157 | 123 | 95 | 157 |
Avg Bars in Losers | 46 | 44 | 47 | 46 | 44 | 47 |
Bars Traded | 7125 | 3084 | 4040 | 7125 | 3084 | 4040 |
Profit Streak | 0 | 23.5953 | 0 | 0 | 23.5953 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 126088 | 313414 | -584110 | -391953 | -113500 | -585776 |
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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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