Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 658384.9998 | 576719.9728 | 81665.0269 | 8083892.6291 | 8366746.4565 | -282853.8274 |
Total P&L (%) | 658.385 | 576.72 | 81.665 | 8083.8926 | 8366.7465 | -282.8538 |
Avg Daily Profit (%) | 0.632 | 0.5536 | 0.0784 | 0.4238 | 0.427 | 0 |
Buy And Hold Return (%) | 1772.0487 | 1772.0487 | 1772.0487 | 1772.0487 | 1772.0487 | 1772.0487 |
Max Trade Drawdown | -50412 | -26006 | -41344 | -2552749 | -1909265 | -2419420 |
Profit Factor | 2.5492 | 3.9641 | 1.3544 | 1.5188 | 2.2188 | 0.9676 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Losing Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Profitability (%) | 45.5696 | 48.1013 | 43.038 | 45.5696 | 48.1013 | 43.038 |
Ratio Avg Win / Avg Loss | 3.0448 | 4.2771 | 1.7926 | 1.8141 | 2.394 | 1.2806 |
Largest Winning Trade | 153137 | 153137 | 32029 | 2096341 | 2096341 | 1496650 |
Largest Losing Trade | -20541 | -16960 | -20541 | -1393047 | -1393047 | -898518 |
Avg Bars in Trades | 154 | 160 | 148 | 154 | 160 | 148 |
Avg Bars in Winners | 219 | 227 | 211 | 219 | 227 | 211 |
Avg Bars in Losers | 100 | 98 | 101 | 100 | 98 | 101 |
Bars Traded | 24453 | 12692 | 11761 | 24453 | 12692 | 11761 |
Profit Streak | 0 | 14.493 | 0 | 0 | 14.493 | 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 | -150082 | -174787 | -282191 | 355120 | -14485 | -608776 |
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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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