Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 719865.7825 | 686073.1541 | 33792.6284 | 2145284.6072 | 6850631.8888 | -4705347.2816 |
Total P&L (%) | 719.8658 | 686.0732 | 33.7926 | 2145.2846 | 6850.6319 | -4705.3473 |
Avg Daily Profit (%) | 0.2879 | 0.2744 | 0.0135 | 0.1245 | 0.1698 | 0 |
Buy And Hold Return (%) | 885.1918 | 885.1918 | 885.1918 | 885.1918 | 885.1918 | 885.1918 |
Max Trade Drawdown | -146716 | -71189 | -136806 | -8198525 | -3768906 | -7025560 |
Profit Factor | 1.8831 | 2.9521 | 1.0729 | 1.0988 | 1.7792 | 0.6357 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 92 | 50 | 42 | 92 | 50 | 42 |
Losing Trades | 115 | 53 | 62 | 115 | 53 | 62 |
Profitability (%) | 44.4444 | 48.5437 | 40.3846 | 44.4444 | 48.5437 | 40.3846 |
Ratio Avg Win / Avg Loss | 2.3539 | 3.1292 | 1.5838 | 1.3735 | 1.886 | 0.9383 |
Largest Winning Trade | 325933 | 325933 | 53424 | 7530305 | 7530305 | 1893058 |
Largest Losing Trade | -33482 | -32862 | -33482 | -2719861 | -1899432 | -2719861 |
Avg Bars in Trades | 34 | 36 | 31 | 34 | 36 | 31 |
Avg Bars in Winners | 48 | 46 | 51 | 48 | 46 | 51 |
Avg Bars in Losers | 22 | 26 | 18 | 22 | 26 | 18 |
Bars Traded | 7069 | 3752 | 3316 | 7069 | 3752 | 3316 |
Profit Streak | 0 | 90.4342 | 0 | 0 | 90.4342 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154490 | -151352 | -483833 | -143318 | 405623 | -584794 |
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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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