Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1088251.7722 | 1120311.3757 | -32059.6035 | -111116.6884 | 52846.1347 | -163962.8231 |
Total P&L (%) | 1088.2518 | 1120.3114 | -32.0596 | -111.1167 | 52.8461 | -163.9628 |
Avg Daily Profit (%) | 0.6058 | 0.6237 | -0.0178 | 0 | 0.0236 | 0 |
Buy And Hold Return (%) | 366.3706 | 366.3706 | 366.3706 | 366.3706 | 366.3706 | 366.3706 |
Max Trade Drawdown | -173633 | -36848 | -247197 | -129933 | -7493 | -107010 |
Profit Factor | 2.9324 | 8.6266 | 0.923 | 0.4092 | 5.3762 | 0.0684 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 34 | 19 | 15 | 57 | 29 | 28 |
Losing Trades | 57 | 27 | 30 | 34 | 17 | 17 |
Profitability (%) | 37.3626 | 41.3043 | 33.3333 | 62.6374 | 63.0435 | 62.2222 |
Ratio Avg Win / Avg Loss | 4.916 | 12.2588 | 1.846 | 0.2441 | 3.1516 | 0.0415 |
Largest Winning Trade | 980981 | 980981 | 65910 | 39502 | 39502 | 2565 |
Largest Losing Trade | -100948 | -17905 | -100948 | -99816 | -3570 | -99816 |
Avg Bars in Trades | 115 | 51 | 179 | 115 | 51 | 179 |
Avg Bars in Winners | 251 | 92 | 451 | 34 | 31 | 37 |
Avg Bars in Losers | 33 | 23 | 43 | 250 | 87 | 413 |
Bars Traded | 10469 | 2383 | 8086 | 10469 | 2383 | 8086 |
Profit Streak | 0 | 0 | 0 | 81.0158 | 299.1825 | 81.0158 |
Trades During Streak | 0 | 0 | 0 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334677 | 497498 | -584415 | -577159 | -315586 | -577887 |
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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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