Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1091017.3631 | 1169732.2202 | -78714.8571 | 118872.9708 | 2522966.9207 | -2404093.9499 |
Total P&L (%) | 1091.0174 | 1169.7322 | -78.7149 | 118.873 | 2522.9669 | -2404.094 |
Avg Daily Profit (%) | 0.5989 | 0.6421 | -0.0432 | 0.043 | 0.1795 | 0 |
Buy And Hold Return (%) | 637.2944 | 637.2944 | 637.2944 | 637.2944 | 637.2944 | 637.2944 |
Max Trade Drawdown | -166815 | -96795 | -130529 | -2393246 | -1164451 | -2581131 |
Profit Factor | 1.9931 | 3.145 | 0.8577 | 1.0117 | 1.5487 | 0.5659 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Losing Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Profitability (%) | 47.1774 | 47.5806 | 46.7742 | 47.1774 | 47.5806 | 46.7742 |
Ratio Avg Win / Avg Loss | 2.2316 | 3.4648 | 0.976 | 1.1328 | 1.7061 | 0.644 |
Largest Winning Trade | 758859 | 758859 | 72915 | 1842978 | 1842978 | 500229 |
Largest Losing Trade | -46134 | -25463 | -46134 | -1203037 | -380715 | -1203037 |
Avg Bars in Trades | 28 | 26 | 30 | 28 | 26 | 30 |
Avg Bars in Winners | 37 | 30 | 44 | 37 | 30 | 44 |
Avg Bars in Losers | 21 | 23 | 19 | 21 | 23 | 19 |
Bars Traded | 7142 | 3336 | 3806 | 7142 | 3336 | 3806 |
Profit Streak | 0 | 20.3897 | 0 | 0 | 20.3897 | 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 | 248487 | 360471 | -582257 | -508389 | 305669 | -582257 |
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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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