Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 805720.3252 | 751499.8047 | 54220.5206 | 2348876.0672 | 5709222.2953 | -3360346.2281 |
Total P&L (%) | 805.7203 | 751.4998 | 54.2205 | 2348.8761 | 5709.2223 | -3360.3462 |
Avg Daily Profit (%) | 0.3222 | 0.3006 | 0.0217 | 0.128 | 0.1626 | 0 |
Buy And Hold Return (%) | 791.2074 | 791.2074 | 791.2074 | 791.2074 | 791.2074 | 791.2074 |
Max Trade Drawdown | -97848 | -45702 | -115939 | -4510018 | -1289628 | -5842377 |
Profit Factor | 2.4976 | 4.1761 | 1.1799 | 1.1781 | 2.1269 | 0.5862 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 43.956 | 41.3043 | 46.6667 | 43.956 | 41.3043 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.1844 | 5.9344 | 1.3485 | 1.5021 | 3.0225 | 0.67 |
Largest Winning Trade | 337733 | 337733 | 48214 | 3788798 | 3788798 | 845272 |
Largest Losing Trade | -69166 | -33372 | -69166 | -3895356 | -919897 | -3895356 |
Avg Bars in Trades | 77 | 80 | 75 | 77 | 80 | 75 |
Avg Bars in Winners | 109 | 113 | 106 | 109 | 113 | 106 |
Avg Bars in Losers | 53 | 56 | 49 | 53 | 56 | 49 |
Bars Traded | 7097 | 3683 | 3413 | 7097 | 3683 | 3413 |
Profit Streak | 71.7274 | 72.0608 | 0 | 71.7274 | 72.0608 | 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 | -147777 | -152439 | -353544 | -49908 | 324473 | -582008 |
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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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