Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1416923.8892 | 1496492.2485 | -79568.3593 | 26391.991 | -41280.7856 | 67672.7766 |
Total P&L (%) | 1416.9239 | 1496.4922 | -79.5684 | 26.392 | -41.2808 | 67.6728 |
Avg Daily Profit (%) | 0.7919 | 0.8363 | -0.0445 | 0.0131 | -0.0298 | 0.0289 |
Buy And Hold Return (%) | 338.6399 | 338.6399 | 338.6399 | 338.6399 | 338.6399 | 338.6399 |
Max Trade Drawdown | -185739 | -101548 | -231533 | -103360 | -169133 | -73101 |
Profit Factor | 2.5141 | 4.653 | 0.8488 | 1.0305 | 0.9071 | 1.1607 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 81 | 45 | 36 | 81 | 45 | 36 |
Profitability (%) | 39.5522 | 32.8358 | 46.2687 | 39.5522 | 32.8358 | 46.2687 |
Ratio Avg Win / Avg Loss | 3.8423 | 9.5174 | 0.9857 | 1.5749 | 1.8554 | 1.3479 |
Largest Winning Trade | 1339041 | 1339041 | 64833 | 71995 | 63031 | 71995 |
Largest Losing Trade | -60169 | -31217 | -60169 | -53121 | -39158 | -53121 |
Avg Bars in Trades | 78 | 69 | 87 | 78 | 69 | 87 |
Avg Bars in Winners | 141 | 144 | 139 | 141 | 144 | 139 |
Avg Bars in Losers | 37 | 33 | 43 | 37 | 33 | 43 |
Bars Traded | 10549 | 4672 | 5877 | 10549 | 4672 | 5877 |
Profit Streak | 27.3277 | 27.3277 | 27.9943 | 27.3277 | 27.3277 | 27.9943 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472870 | -104203 | -698646 | -529688 | -701092 | -481680 |
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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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