Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 518025.3965 | 503722.0317 | 14303.3649 | -6873709.7322 | 4158503.1423 | -11032212.8745 |
Total P&L (%) | 518.0254 | 503.722 | 14.3034 | -6873.7097 | 4158.5031 | -11032.2129 |
Avg Daily Profit (%) | 0.2072 | 0.2015 | 0.0057 | 0 | 0.1502 | 0 |
Buy And Hold Return (%) | 744.6702 | 744.6702 | 744.6702 | 744.6702 | 744.6702 | 744.6702 |
Max Trade Drawdown | -159048 | -71249 | -175897 | -13076499 | -2217260 | -12297979 |
Profit Factor | 1.8751 | 3.2736 | 1.0386 | 0.6829 | 1.6902 | 0.2951 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 113 | 57 | 56 | 113 | 58 | 55 |
Losing Trades | 80 | 39 | 41 | 80 | 38 | 42 |
Profitability (%) | 58.5492 | 59.375 | 57.732 | 58.5492 | 60.4167 | 56.701 |
Ratio Avg Win / Avg Loss | 1.3275 | 2.2398 | 0.7604 | 0.4835 | 1.1074 | 0.2253 |
Largest Winning Trade | 105585 | 105585 | 35245 | 3237017 | 3237017 | 669007 |
Largest Losing Trade | -156751 | -39232 | -156751 | -9864708 | -1855190 | -9864708 |
Avg Bars in Trades | 50 | 49 | 51 | 50 | 49 | 51 |
Avg Bars in Winners | 56 | 50 | 62 | 53 | 51 | 55 |
Avg Bars in Losers | 40 | 46 | 35 | 45 | 45 | 45 |
Bars Traded | 9659 | 4706 | 4953 | 9659 | 4706 | 4953 |
Profit Streak | 56.3243 | 82.3243 | 56.3243 | 0 | 0 | 0 |
Trades During Streak | 2 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152130 | -149186 | -529405 | -578659 | 353215 | -580204 |
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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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