Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 688266.3955 | 574937.2415 | 113329.154 | 364263.7031 | 2144470.9647 | -1780207.2617 |
Total P&L (%) | 688.2664 | 574.9372 | 113.3292 | 364.2637 | 2144.471 | -1780.2073 |
Avg Daily Profit (%) | 0.2752 | 0.2299 | 0.0453 | 0.0614 | 0.1245 | 0 |
Buy And Hold Return (%) | 30.7276 | 30.7276 | 30.7276 | 30.7276 | 30.7276 | 30.7276 |
Max Trade Drawdown | -107901 | -119771 | -135819 | -1942659 | -714247 | -2398527 |
Profit Factor | 1.5863 | 1.9478 | 1.1998 | 1.0462 | 1.6507 | 0.6122 |
Total Trades | 243 | 122 | 121 | 243 | 122 | 121 |
Winning Trades | 127 | 57 | 70 | 127 | 57 | 70 |
Losing Trades | 116 | 65 | 51 | 116 | 65 | 51 |
Profitability (%) | 52.2634 | 46.7213 | 57.8512 | 52.2634 | 46.7213 | 57.8512 |
Ratio Avg Win / Avg Loss | 1.4489 | 2.2212 | 0.8741 | 0.9556 | 1.8824 | 0.446 |
Largest Winning Trade | 131067 | 131067 | 48251 | 791719 | 791719 | 372663 |
Largest Losing Trade | -90258 | -28558 | -90258 | -1883639 | -429965 | -1883639 |
Avg Bars in Trades | 40 | 34 | 45 | 40 | 34 | 45 |
Avg Bars in Winners | 46 | 44 | 48 | 46 | 44 | 48 |
Avg Bars in Losers | 33 | 26 | 41 | 33 | 26 | 41 |
Bars Traded | 9822 | 4264 | 5558 | 9822 | 4264 | 5558 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434851 | 377556 | -136533 | -280739 | -24792 | -579993 |
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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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