Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404718.4671 | 423666.0738 | -18947.6067 | 36818.345 | 158265.0475 | -121446.7025 |
Total P&L (%) | 404.7185 | 423.6661 | -18.9476 | 36.8183 | 158.265 | -121.4467 |
Avg Daily Profit (%) | 0.3263 | 0.3415 | -0.0153 | 0.0253 | 0.0765 | 0 |
Buy And Hold Return (%) | 106.9708 | 106.9708 | 106.9708 | 106.9708 | 106.9708 | 106.9708 |
Max Trade Drawdown | -283226 | -182580 | -145226 | -5476673 | -3601719 | -2560812 |
Profit Factor | 1.6848 | 2.405 | 0.9345 | 1.0042 | 1.0339 | 0.9703 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 48.6842 | 44.7368 | 52.6316 | 48.6842 | 44.7368 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.7759 | 2.9709 | 0.8411 | 1.0585 | 1.2771 | 0.8733 |
Largest Winning Trade | 344635 | 344635 | 29524 | 982122 | 982122 | 611007 |
Largest Losing Trade | -47744 | -34595 | -47744 | -1449639 | -1047026 | -1449639 |
Avg Bars in Trades | 62 | 69 | 56 | 62 | 69 | 56 |
Avg Bars in Winners | 71 | 78 | 65 | 71 | 78 | 65 |
Avg Bars in Losers | 54 | 61 | 47 | 54 | 61 | 47 |
Bars Traded | 4786 | 2622 | 2164 | 4786 | 2622 | 2164 |
Profit Streak | 0 | 0 | 46.3507 | 0 | 0 | 46.3507 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44811 | 328373 | -579865 | -595081 | -292669 | -579865 |
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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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