Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 467180.7472 | 374522.9051 | 92657.8421 | 1293747.4504 | 1704791.5029 | -411044.0525 |
Total P&L (%) | 467.1807 | 374.5229 | 92.6578 | 1293.7475 | 1704.7915 | -411.0441 |
Avg Daily Profit (%) | 0.4485 | 0.3595 | 0.089 | 0.2532 | 0.2781 | 0 |
Buy And Hold Return (%) | 142.6877 | 142.6877 | 142.6877 | 142.6877 | 142.6877 | 142.6877 |
Max Trade Drawdown | -139439 | -104465 | -63547 | -4144209 | -2439627 | -2224012 |
Profit Factor | 1.6855 | 2.1078 | 1.2698 | 1.1269 | 1.3443 | 0.9216 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 98 | 43 | 55 | 98 | 43 | 55 |
Losing Trades | 77 | 44 | 33 | 77 | 44 | 33 |
Profitability (%) | 56 | 49.4253 | 62.5 | 56 | 49.4253 | 62.5 |
Ratio Avg Win / Avg Loss | 1.3243 | 2.1568 | 0.7619 | 0.8854 | 1.3756 | 0.553 |
Largest Winning Trade | 120142 | 120142 | 24596 | 1093646 | 1093646 | 320838 |
Largest Losing Trade | -31157 | -26433 | -31157 | -1132360 | -760390 | -1132360 |
Avg Bars in Trades | 139 | 135 | 143 | 139 | 135 | 143 |
Avg Bars in Winners | 155 | 159 | 151 | 155 | 159 | 151 |
Avg Bars in Losers | 119 | 111 | 130 | 119 | 111 | 130 |
Bars Traded | 24410 | 11772 | 12638 | 24410 | 11772 | 12638 |
Profit Streak | 11.1609 | 0 | 14.1192 | 11.1609 | 0 | 14.1192 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406524 | 324115 | -239575 | -71777 | 306536 | -578603 |
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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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