Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 651284.995 | 654171.9855 | -2886.9905 | 581071.975 | 5203135.6742 | -4622063.6992 |
Total P&L (%) | 651.285 | 654.172 | -2.887 | 581.072 | 5203.1357 | -4622.0637 |
Avg Daily Profit (%) | 0.2605 | 0.2617 | -0.0012 | 0.0768 | 0.159 | 0 |
Buy And Hold Return (%) | 986.299 | 986.299 | 986.299 | 986.299 | 986.299 | 986.299 |
Max Trade Drawdown | -158736 | -109888 | -175698 | -6683209 | -4102715 | -7328428 |
Profit Factor | 1.6095 | 2.3272 | 0.995 | 1.027 | 1.5946 | 0.6382 |
Total Trades | 243 | 122 | 121 | 243 | 122 | 121 |
Winning Trades | 121 | 64 | 57 | 121 | 64 | 57 |
Losing Trades | 122 | 58 | 64 | 122 | 58 | 64 |
Profitability (%) | 49.7942 | 52.459 | 47.1074 | 49.7942 | 52.459 | 47.1074 |
Ratio Avg Win / Avg Loss | 1.6228 | 2.109 | 1.1172 | 1.0355 | 1.4451 | 0.7166 |
Largest Winning Trade | 138053 | 138053 | 59404 | 2721987 | 2721987 | 1304168 |
Largest Losing Trade | -69634 | -32261 | -69634 | -2697167 | -1323974 | -2697167 |
Avg Bars in Trades | 39 | 48 | 30 | 39 | 48 | 30 |
Avg Bars in Winners | 48 | 55 | 40 | 48 | 55 | 40 |
Avg Bars in Losers | 30 | 41 | 20 | 30 | 41 | 20 |
Bars Traded | 9629 | 5965 | 3664 | 9629 | 5965 | 3664 |
Profit Streak | 38.4756 | 41.7256 | 0 | 38.4756 | 41.7256 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152438 | -152142 | -580469 | -444907 | 326167 | -582135 |
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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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