Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 565977.6733 | 556076.0382 | 9901.6351 | 57523.8279 | -105607.8895 | 163131.7174 |
Total P&L (%) | 565.9777 | 556.076 | 9.9016 | 57.5238 | -105.6079 | 163.1317 |
Avg Daily Profit (%) | 0.3038 | 0.2985 | 0.0053 | 0.0244 | 0 | 0.052 |
Buy And Hold Return (%) | 38.7028 | 38.7028 | 38.7028 | 38.7028 | 38.7028 | 38.7028 |
Max Trade Drawdown | -187323 | -184014 | -31355 | -1558342 | -1559938 | -93133 |
Profit Factor | 2.1472 | 2.3511 | 1.1211 | 1.0231 | 0.9514 | 1.508 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 69 | 30 | 39 | 69 | 30 | 39 |
Losing Trades | 85 | 47 | 38 | 85 | 47 | 38 |
Profitability (%) | 44.8052 | 38.961 | 50.6494 | 44.8052 | 38.961 | 50.6494 |
Ratio Avg Win / Avg Loss | 2.6452 | 3.6834 | 1.0924 | 1.2603 | 1.4906 | 1.4694 |
Largest Winning Trade | 638253 | 638253 | 9388 | 864289 | 864289 | 130872 |
Largest Losing Trade | -32701 | -32701 | -6846 | -364321 | -364321 | -67705 |
Avg Bars in Trades | 72 | 140 | 4 | 72 | 140 | 4 |
Avg Bars in Winners | 93 | 206 | 5 | 93 | 206 | 5 |
Avg Bars in Losers | 55 | 97 | 3 | 55 | 97 | 3 |
Bars Traded | 11132 | 10798 | 334 | 11132 | 10798 | 334 |
Profit Streak | 0 | 88.0054 | 0 | 0 | 88.0054 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424667 | -31531 | -480406 | -371148 | -624000 | -165811 |
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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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