Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1689419.4176 | 1685823.6786 | 3595.7391 | 627090.2329 | 627238.4039 | -148.171 |
Total P&L (%) | 1689.4194 | 1685.8237 | 3.5957 | 627.0902 | 627.2384 | -0.1482 |
Avg Daily Profit (%) | 0.9324 | 0.9304 | 0.002 | 0.1095 | 0.1096 | -0.0001 |
Buy And Hold Return (%) | 523.3395 | 523.3395 | 523.3395 | 523.3395 | 523.3395 | 523.3395 |
Max Trade Drawdown | -138318 | -131284 | -65601 | -3583580 | -3696544 | -1018879 |
Profit Factor | 3.1089 | 3.7273 | 1.0197 | 1.0449 | 1.0569 | 1 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 50 | 18 | 32 | 50 | 18 | 32 |
Losing Trades | 113 | 63 | 50 | 113 | 63 | 50 |
Profitability (%) | 30.6748 | 22.2222 | 39.0244 | 30.6748 | 22.2222 | 39.0244 |
Ratio Avg Win / Avg Loss | 7.0261 | 13.0455 | 1.5932 | 2.3614 | 3.6991 | 1.5624 |
Largest Winning Trade | 849482 | 849482 | 26831 | 2889097 | 2889097 | 646953 |
Largest Losing Trade | -41193 | -41193 | -16624 | -1048393 | -1048393 | -437899 |
Avg Bars in Trades | 21 | 41 | 1 | 21 | 41 | 1 |
Avg Bars in Winners | 38 | 104 | 2 | 38 | 104 | 2 |
Avg Bars in Losers | 13 | 23 | 1 | 13 | 23 | 1 |
Bars Traded | 3522 | 3375 | 147 | 3522 | 3375 | 147 |
Profit Streak | 37.3115 | 0 | 83.8115 | 37.3115 | 0 | 83.8115 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377053 | -36789 | -560819 | -326339 | -361186 | -585083 |
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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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