Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5643714.7602 | 5764012.1372 | -120297.377 | 225520.6275 | 332623.2985 | -107102.671 |
Total P&L (%) | 5643.7148 | 5764.0121 | -120.2974 | 225.5206 | 332.6233 | -107.1027 |
Avg Daily Profit (%) | 2.8743 | 2.9356 | -0.0613 | 0.0601 | 0.0746 | 0 |
Buy And Hold Return (%) | 1290.2528 | 1290.2528 | 1290.2528 | 1290.2528 | 1290.2528 | 1290.2528 |
Max Trade Drawdown | -227983 | -98285 | -180415 | -359109 | -200814 | -243531 |
Profit Factor | 9.473 | 18.1772 | 0.636 | 1.1923 | 1.5555 | 0.8133 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Losing Trades | 137 | 67 | 70 | 137 | 67 | 70 |
Profitability (%) | 30.102 | 31.6327 | 28.5714 | 30.102 | 31.6327 | 28.5714 |
Ratio Avg Win / Avg Loss | 21.9967 | 39.2861 | 1.5901 | 2.7687 | 3.3618 | 2.0332 |
Largest Winning Trade | 5862878 | 5862878 | 54251 | 425862 | 425862 | 172153 |
Largest Losing Trade | -23385 | -23385 | -17924 | -68480 | -48631 | -68480 |
Avg Bars in Trades | 38 | 38 | 38 | 38 | 38 | 38 |
Avg Bars in Winners | 88 | 82 | 95 | 88 | 82 | 95 |
Avg Bars in Losers | 16 | 17 | 16 | 16 | 17 | 16 |
Bars Traded | 7550 | 3737 | 3813 | 7550 | 3737 | 3813 |
Profit Streak | 0 | 0 | 554.4853 | 0 | 0 | 554.4853 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 536158 | 515000 | -591783 | -292964 | -263765 | -591783 |
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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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