Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524719.0883 | 515023.0368 | 9696.0515 | 400201.3573 | 1904866.0183 | -1504664.661 |
Total P&L (%) | 524.7191 | 515.023 | 9.6961 | 400.2014 | 1904.866 | -1504.6647 |
Avg Daily Profit (%) | 0.2904 | 0.285 | 0.0054 | 0.0891 | 0.1661 | 0 |
Buy And Hold Return (%) | 186.6885 | 186.6885 | 186.6885 | 186.6885 | 186.6885 | 186.6885 |
Max Trade Drawdown | -155916 | -103771 | -107443 | -3320902 | -2126889 | -2435089 |
Profit Factor | 1.7543 | 2.6437 | 1.0254 | 1.0359 | 1.381 | 0.755 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Profitability (%) | 47.9675 | 49.1803 | 46.7742 | 47.9675 | 49.1803 | 46.7742 |
Ratio Avg Win / Avg Loss | 1.9029 | 2.7318 | 1.1668 | 1.1237 | 1.427 | 0.8591 |
Largest Winning Trade | 228402 | 228402 | 63718 | 1217544 | 1217544 | 761086 |
Largest Losing Trade | -34179 | -34179 | -28611 | -953674 | -890028 | -953674 |
Avg Bars in Trades | 28 | 25 | 30 | 28 | 25 | 30 |
Avg Bars in Winners | 33 | 28 | 39 | 33 | 28 | 39 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 3481 | 1581 | 1900 | 3481 | 1581 | 1900 |
Profit Streak | 0 | 25.7025 | 0 | 0 | 25.7025 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312136 | -150697 | -699496 | -261096 | -152852 | -736212 |
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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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