Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1501013.8078 | 1535643.1199 | -34629.312 | 38899.9802 | 601814.0638 | -562914.0836 |
Total P&L (%) | 1501.0138 | 1535.6431 | -34.6293 | 38.9 | 601.8141 | -562.9141 |
Avg Daily Profit (%) | 0.8407 | 0.8601 | -0.0194 | 0.0184 | 0.1092 | 0 |
Buy And Hold Return (%) | 265.2165 | 265.2165 | 265.2165 | 265.2165 | 265.2165 | 265.2165 |
Max Trade Drawdown | -120793 | -106680 | -166674 | -679217 | -411584 | -885981 |
Profit Factor | 3.1258 | 5.6327 | 0.9076 | 1.0158 | 1.5544 | 0.5924 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 45.6522 | 43.4783 | 47.8261 | 45.6522 | 43.4783 | 47.8261 |
Ratio Avg Win / Avg Loss | 3.7212 | 7.3225 | 0.9901 | 1.2093 | 2.0207 | 0.6463 |
Largest Winning Trade | 833304 | 833304 | 66928 | 708752 | 708752 | 130492 |
Largest Losing Trade | -79291 | -41502 | -79291 | -560323 | -291391 | -560323 |
Avg Bars in Trades | 37 | 30 | 43 | 37 | 30 | 43 |
Avg Bars in Winners | 53 | 48 | 58 | 53 | 48 | 58 |
Avg Bars in Losers | 23 | 17 | 29 | 23 | 17 | 29 |
Bars Traded | 3416 | 1415 | 2001 | 3416 | 1415 | 2001 |
Profit Streak | 0 | 35.0713 | 0 | 0 | 35.0713 | 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 | 606059 | 675005 | -581549 | -538669 | -51069 | -581549 |
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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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