Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1160085.4081 | 1201932.2564 | -41846.8484 | 11551.7136 | 437341.3564 | -425789.6428 |
Total P&L (%) | 1160.0854 | 1201.9323 | -41.8468 | 11.5517 | 437.3414 | -425.7896 |
Avg Daily Profit (%) | 0.6404 | 0.6635 | -0.0231 | 0.006 | 0.0929 | 0 |
Buy And Hold Return (%) | 595.257 | 595.257 | 595.257 | 595.257 | 595.257 | 595.257 |
Max Trade Drawdown | -149766 | -114273 | -104146 | -505465 | -345377 | -494423 |
Profit Factor | 2.681 | 4.1524 | 0.8645 | 1.0069 | 1.5743 | 0.5347 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 44.3182 | 43.1818 | 45.4545 | 44.3182 | 43.1818 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.3684 | 5.4636 | 1.0374 | 1.2651 | 2.0714 | 0.6417 |
Largest Winning Trade | 657265 | 657265 | 68932 | 459984 | 459984 | 189983 |
Largest Losing Trade | -92006 | -42162 | -92006 | -487602 | -153307 | -487602 |
Avg Bars in Trades | 79 | 108 | 51 | 79 | 108 | 51 |
Avg Bars in Winners | 110 | 159 | 63 | 110 | 159 | 63 |
Avg Bars in Losers | 55 | 69 | 40 | 55 | 69 | 40 |
Bars Traded | 7010 | 4752 | 2258 | 7010 | 4752 | 2258 |
Profit Streak | 70.9491 | 80.6991 | 70.9491 | 70.9491 | 80.6991 | 70.9491 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312467 | 373551 | -580262 | -564493 | -233928 | -581929 |
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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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