Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 775967.9819 | 767939.9159 | 8028.066 | 643.48 | 484286.0307 | -483642.5506 |
Total P&L (%) | 775.968 | 767.9399 | 8.0281 | 0.6435 | 484.286 | -483.6426 |
Avg Daily Profit (%) | 0.4127 | 0.4084 | 0.0043 | 0.0003 | 0.0939 | 0 |
Buy And Hold Return (%) | 41.8715 | 41.8715 | 41.8715 | 41.8715 | 41.8715 | 41.8715 |
Max Trade Drawdown | -226704 | -106538 | -169042 | -2020210 | -1118174 | -1044875 |
Profit Factor | 2.0378 | 3.1505 | 1.0206 | 1.0002 | 1.3179 | 0.6725 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 52.9412 | 50 | 55.814 | 52.9412 | 50 | 55.814 |
Ratio Avg Win / Avg Loss | 1.8114 | 3.1505 | 0.8079 | 0.8891 | 1.3179 | 0.5324 |
Largest Winning Trade | 642076 | 642076 | 50042 | 920031 | 920031 | 403046 |
Largest Losing Trade | -58370 | -48602 | -58370 | -672444 | -616062 | -672444 |
Avg Bars in Trades | 82 | 106 | 58 | 82 | 106 | 58 |
Avg Bars in Winners | 101 | 141 | 66 | 101 | 141 | 66 |
Avg Bars in Losers | 61 | 71 | 49 | 61 | 71 | 49 |
Bars Traded | 7002 | 4471 | 2531 | 7002 | 4471 | 2531 |
Profit Streak | 125.1905 | 177.6905 | 125.1905 | 125.1905 | 177.6905 | 125.1905 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 550655 | 592812 | -551106 | -578520 | -66750 | -579407 |
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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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