Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1021833.9064 | 895078.7131 | 126755.1933 | 8274555.9067 | 11144301.993 | -2869746.0863 |
Total P&L (%) | 1021.8339 | 895.0787 | 126.7552 | 8274.5559 | 11144.302 | -2869.7461 |
Avg Daily Profit (%) | 0.4088 | 0.3581 | 0.0507 | 0.1773 | 0.1891 | 0 |
Buy And Hold Return (%) | 607.8164 | 607.8164 | 607.8164 | 607.8164 | 607.8164 | 607.8164 |
Max Trade Drawdown | -118305 | -76173 | -91753 | -7931409 | -3666854 | -7178721 |
Profit Factor | 2.4786 | 3.8071 | 1.3405 | 1.3414 | 2.1083 | 0.7977 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 81 | 39 | 42 | 81 | 39 | 42 |
Losing Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Profitability (%) | 49.6933 | 48.1481 | 51.2195 | 49.6933 | 48.1481 | 51.2195 |
Ratio Avg Win / Avg Loss | 2.5092 | 4.1 | 1.2767 | 1.3579 | 2.2705 | 0.7597 |
Largest Winning Trade | 328755 | 328755 | 51829 | 3840937 | 3840937 | 1230574 |
Largest Losing Trade | -76628 | -23369 | -76628 | -6381849 | -1526174 | -6381849 |
Avg Bars in Trades | 89 | 93 | 85 | 89 | 93 | 85 |
Avg Bars in Winners | 118 | 122 | 114 | 118 | 122 | 114 |
Avg Bars in Losers | 61 | 67 | 55 | 61 | 67 | 55 |
Bars Traded | 14638 | 7613 | 7025 | 14638 | 7613 | 7025 |
Profit Streak | 0 | 85.73 | 0 | 0 | 85.73 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 225590 | -13747 | -294936 | 320942 | 23015 | -585078 |
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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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