Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 958227.1772 | 854062.0162 | 104165.161 | 7745394.6196 | 11740183.0006 | -3994788.381 |
Total P&L (%) | 958.2272 | 854.062 | 104.1652 | 7745.3946 | 11740.183 | -3994.7884 |
Avg Daily Profit (%) | 0.3833 | 0.3416 | 0.0417 | 0.1746 | 0.1911 | 0 |
Buy And Hold Return (%) | 767.0365 | 767.0365 | 767.0365 | 767.0365 | 767.0365 | 767.0365 |
Max Trade Drawdown | -90528 | -66394 | -101611 | -6730336 | -2219838 | -9254029 |
Profit Factor | 2.4355 | 3.6109 | 1.306 | 1.3069 | 2.1369 | 0.7321 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Losing Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Profitability (%) | 48.1675 | 47.3684 | 48.9583 | 48.1675 | 47.3684 | 48.9583 |
Ratio Avg Win / Avg Loss | 2.6208 | 4.0122 | 1.3616 | 1.4063 | 2.3743 | 0.7632 |
Largest Winning Trade | 337550 | 337550 | 51188 | 7245587 | 7245587 | 1765566 |
Largest Losing Trade | -66094 | -18819 | -66094 | -5575142 | -993955 | -5575142 |
Avg Bars in Trades | 49 | 47 | 51 | 49 | 47 | 51 |
Avg Bars in Winners | 67 | 70 | 64 | 67 | 70 | 64 |
Avg Bars in Losers | 33 | 27 | 38 | 33 | 27 | 38 |
Bars Traded | 9443 | 4515 | 4928 | 9443 | 4515 | 4928 |
Profit Streak | 80.3114 | 88.8114 | 80.3114 | 80.3114 | 88.8114 | 80.3114 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72735 | -115221 | -303059 | 331102 | 405388 | -580923 |
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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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