Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 593936.5424 | 593272.899 | 663.6434 | 378085.2154 | 394835.6178 | -16750.4024 |
Total P&L (%) | 593.9365 | 593.2729 | 0.6636 | 378.0852 | 394.8356 | -16.7504 |
Avg Daily Profit (%) | 0.2374 | 0.2372 | 0.0003 | 0.0626 | 0.0639 | -0.0073 |
Buy And Hold Return (%) | 227.8979 | 227.8979 | 227.8979 | 227.8979 | 227.8979 | 227.8979 |
Max Trade Drawdown | -172504 | -141092 | -84360 | -385809 | -313536 | -171214 |
Profit Factor | 2.1447 | 3.2994 | 1.0025 | 1.3545 | 1.7404 | 0.9686 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 44.6281 | 42.623 | 46.6667 | 44.6281 | 42.623 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.661 | 4.4415 | 1.1458 | 1.6805 | 2.3428 | 1.107 |
Largest Winning Trade | 408074 | 408074 | 36326 | 362148 | 362148 | 113208 |
Largest Losing Trade | -34209 | -28400 | -34209 | -67500 | -61920 | -67500 |
Avg Bars in Trades | 60 | 83 | 36 | 60 | 83 | 36 |
Avg Bars in Winners | 85 | 126 | 46 | 85 | 126 | 46 |
Avg Bars in Losers | 40 | 52 | 27 | 40 | 52 | 27 |
Bars Traded | 7292 | 5116 | 2176 | 7292 | 5116 | 2176 |
Profit Streak | 6.4053 | 6.4053 | 7.4053 | 6.4053 | 6.4053 | 7.4053 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301434 | -152935 | -745756 | -117615 | -277049 | -748908 |
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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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