Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2152493.916 | 2116423.888 | 36070.0279 | 1321368.0647 | 2540835.022 | -1219466.9572 |
Total P&L (%) | 2152.4939 | 2116.4239 | 36.07 | 1321.3681 | 2540.835 | -1219.467 |
Avg Daily Profit (%) | 0.9708 | 0.9545 | 0.0163 | 0.1198 | 0.1478 | 0 |
Buy And Hold Return (%) | 737.8943 | 737.8943 | 737.8943 | 737.8943 | 737.8943 | 737.8943 |
Max Trade Drawdown | -149116 | -108132 | -74186 | -3370898 | -1846468 | -1766068 |
Profit Factor | 4.023 | 7.1156 | 1.0986 | 1.1019 | 1.4515 | 0.8339 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 59 | 25 | 34 | 59 | 25 | 34 |
Losing Trades | 129 | 69 | 60 | 129 | 69 | 60 |
Profitability (%) | 31.383 | 26.5957 | 36.1702 | 31.383 | 26.5957 | 36.1702 |
Ratio Avg Win / Avg Loss | 8.7961 | 19.6391 | 1.9386 | 2.4092 | 4.0061 | 1.4715 |
Largest Winning Trade | 1972950 | 1972950 | 54141 | 3398220 | 3398220 | 1246977 |
Largest Losing Trade | -35778 | -21635 | -35778 | -1371996 | -532804 | -1371996 |
Avg Bars in Trades | 69 | 66 | 72 | 69 | 66 | 72 |
Avg Bars in Winners | 146 | 138 | 151 | 146 | 138 | 151 |
Avg Bars in Losers | 34 | 40 | 27 | 34 | 40 | 27 |
Bars Traded | 13045 | 6259 | 6786 | 13045 | 6259 | 6786 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394284 | -4484 | -453573 | -154559 | -19070 | -584792 |
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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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