Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1104639.0587 | 1124373.9997 | -19734.9409 | 572693.7149 | 1211481.3899 | -638787.675 |
Total P&L (%) | 1104.6391 | 1124.374 | -19.7349 | 572.6937 | 1211.4814 | -638.7877 |
Avg Daily Profit (%) | 0.6098 | 0.6207 | -0.0109 | 0.1053 | 0.1422 | 0 |
Buy And Hold Return (%) | 495.6211 | 495.6211 | 495.6211 | 495.6211 | 495.6211 | 495.6211 |
Max Trade Drawdown | -105417 | -82225 | -87735 | -1902381 | -1220756 | -876562 |
Profit Factor | 2.4659 | 4.0795 | 0.9492 | 1.0898 | 1.4095 | 0.8133 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Profitability (%) | 41.6 | 36.5079 | 46.7742 | 41.6 | 36.5079 | 46.7742 |
Ratio Avg Win / Avg Loss | 3.4617 | 7.0947 | 1.0801 | 1.5299 | 2.4513 | 0.9255 |
Largest Winning Trade | 714074 | 714074 | 75112 | 1148172 | 1148172 | 600774 |
Largest Losing Trade | -42156 | -26001 | -42156 | -422421 | -318749 | -422421 |
Avg Bars in Trades | 56 | 51 | 62 | 56 | 51 | 62 |
Avg Bars in Winners | 83 | 79 | 86 | 83 | 79 | 86 |
Avg Bars in Losers | 38 | 35 | 40 | 38 | 35 | 40 |
Bars Traded | 7104 | 3256 | 3848 | 7104 | 3256 | 3848 |
Profit Streak | 12.816 | 17.316 | 0 | 12.816 | 17.316 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307870 | -137981 | -734546 | -292414 | -156516 | -736212 |
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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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