Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 546838.4879 | 666740.771 | -119902.2831 | -1248016.9072 | 4647823.7742 | -5895840.6814 |
Total P&L (%) | 546.8385 | 666.7408 | -119.9023 | -1248.0169 | 4647.8238 | -5895.8407 |
Avg Daily Profit (%) | 0.3001 | 0.3659 | -0.0658 | 0 | 0.2121 | 0 |
Buy And Hold Return (%) | 420.6401 | 420.6401 | 420.6401 | 420.6401 | 420.6401 | 420.6401 |
Max Trade Drawdown | -323373 | -128244 | -297981 | -10280395 | -2925324 | -10221500 |
Profit Factor | 1.479 | 2.3393 | 0.8137 | 0.9478 | 1.5491 | 0.6186 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 82 | 40 | 42 | 97 | 49 | 48 |
Losing Trades | 87 | 45 | 42 | 72 | 36 | 36 |
Profitability (%) | 48.5207 | 47.0588 | 50 | 57.3965 | 57.6471 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.5692 | 2.6317 | 0.8137 | 0.7035 | 1.1381 | 0.464 |
Largest Winning Trade | 286931 | 286931 | 49870 | 2865585 | 2865585 | 1388487 |
Largest Losing Trade | -208547 | -47298 | -208547 | -8804736 | -1503436 | -8804736 |
Avg Bars in Trades | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Winners | 26 | 24 | 27 | 18 | 19 | 17 |
Avg Bars in Losers | 17 | 19 | 15 | 25 | 25 | 26 |
Bars Traded | 3630 | 1845 | 1785 | 3630 | 1845 | 1785 |
Profit Streak | 61.2432 | 61.2432 | 61.7432 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -59220 | 145395 | -579854 | -578656 | 384822 | -579903 |
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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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