Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 518738.6704 | 668808.4075 | -150069.7371 | 21615.058 | -953019.6991 | 974634.757 |
Total P&L (%) | 518.7387 | 668.8084 | -150.0697 | 21.6151 | -953.0197 | 974.6348 |
Avg Daily Profit (%) | 0.2897 | 0.3735 | -0.0838 | 0.0109 | 0 | 0.1327 |
Buy And Hold Return (%) | 206.8138 | 206.8138 | 206.8138 | 206.8138 | 206.8138 | 206.8138 |
Max Trade Drawdown | -181311 | -114732 | -281072 | -2076443 | -1586996 | -793211 |
Profit Factor | 1.6343 | 3.3564 | 0.719 | 1.0069 | 0.4689 | 1.7383 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 47 | 23 | 24 | 45 | 21 | 24 |
Losing Trades | 44 | 22 | 22 | 46 | 24 | 22 |
Profitability (%) | 51.6484 | 51.1111 | 52.1739 | 49.4505 | 46.6667 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.53 | 3.2104 | 0.6591 | 1.0293 | 0.5359 | 1.5935 |
Largest Winning Trade | 387563 | 387563 | 69199 | 1552000 | 311942 | 1552000 |
Largest Losing Trade | -148428 | -32883 | -148428 | -915742 | -915742 | -763451 |
Avg Bars in Trades | 112 | 94 | 130 | 112 | 94 | 130 |
Avg Bars in Winners | 143 | 123 | 162 | 141 | 114 | 165 |
Avg Bars in Losers | 80 | 64 | 95 | 84 | 77 | 92 |
Bars Traded | 10264 | 4264 | 6000 | 10264 | 4264 | 6000 |
Profit Streak | 0 | 31.502 | 0 | 0 | 31.502 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317061 | 496289 | -580422 | -556874 | -581467 | -13383 |
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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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