Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444256.5546 | 552856.3485 | -108599.7939 | -123982.6202 | 1324164.2799 | -1448146.9001 |
Total P&L (%) | 444.2566 | 552.8563 | -108.5998 | -123.9826 | 1324.1643 | -1448.1469 |
Avg Daily Profit (%) | 0.2396 | 0.2982 | -0.0586 | 0 | 0.1434 | 0 |
Buy And Hold Return (%) | 85.5718 | 85.5718 | 85.5718 | 85.5718 | 85.5718 | 85.5718 |
Max Trade Drawdown | -186320 | -142139 | -189664 | -2568221 | -1520922 | -1572950 |
Profit Factor | 1.5861 | 2.2336 | 0.6495 | 0.9721 | 1.549 | 0.287 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 56 | 27 | 29 | 48 | 28 | 20 |
Losing Trades | 41 | 21 | 20 | 49 | 20 | 29 |
Profitability (%) | 57.732 | 56.25 | 59.1837 | 49.4845 | 58.3333 | 40.8163 |
Ratio Avg Win / Avg Loss | 1.1613 | 1.7373 | 0.4479 | 0.9923 | 1.1064 | 0.4161 |
Largest Winning Trade | 227992 | 227992 | 15789 | 1190507 | 1190507 | 150458 |
Largest Losing Trade | -116628 | -85005 | -116628 | -1140326 | -1140326 | -795330 |
Avg Bars in Trades | 112 | 205 | 20 | 112 | 205 | 20 |
Avg Bars in Winners | 61 | 110 | 15 | 120 | 194 | 17 |
Avg Bars in Losers | 181 | 327 | 28 | 103 | 220 | 23 |
Bars Traded | 10875 | 9862 | 1013 | 10875 | 9862 | 1013 |
Profit Streak | 12.8086 | 0 | 130.4753 | 0 | 134.8086 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376509 | 492032 | -577862 | -580720 | 104254 | -583975 |
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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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