Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 814636.942 | 928385.1698 | -113748.2279 | -169910.6274 | 1257547.7502 | -1427458.3776 |
Total P&L (%) | 814.6369 | 928.3852 | -113.7482 | -169.9106 | 1257.5478 | -1427.4584 |
Avg Daily Profit (%) | 0.4527 | 0.516 | -0.0632 | 0 | 0.1451 | 0 |
Buy And Hold Return (%) | 346.5376 | 346.5376 | 346.5376 | 346.5376 | 346.5376 | 346.5376 |
Max Trade Drawdown | -144215 | -96691 | -312454 | -1279385 | -125938 | -1445828 |
Profit Factor | 1.8727 | 3.7263 | 0.8082 | 0.9314 | 4.6166 | 0.33 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 52 | 22 | 30 | 59 | 36 | 23 |
Losing Trades | 58 | 33 | 25 | 51 | 19 | 32 |
Profitability (%) | 47.2727 | 40 | 54.5455 | 53.6364 | 65.4545 | 41.8182 |
Ratio Avg Win / Avg Loss | 2.0887 | 5.5894 | 0.6735 | 0.8051 | 2.4366 | 0.4591 |
Largest Winning Trade | 701873 | 701873 | 60790 | 960346 | 960346 | 446282 |
Largest Losing Trade | -144215 | -33466 | -144215 | -1179601 | -84009 | -1179601 |
Avg Bars in Trades | 47 | 41 | 53 | 47 | 41 | 53 |
Avg Bars in Winners | 61 | 52 | 68 | 38 | 40 | 35 |
Avg Bars in Losers | 34 | 33 | 35 | 57 | 42 | 66 |
Bars Traded | 5195 | 2255 | 2940 | 5195 | 2255 | 2940 |
Profit Streak | 0 | 0 | 0 | 29.0312 | 29.0312 | 32.6979 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303620 | -169741 | -760244 | -579007 | -171522 | -763474 |
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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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