Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 667692.0849 | 671113.4712 | -3421.3863 | -2068616.3157 | 5282143.5327 | -7350759.8484 |
Total P&L (%) | 667.6921 | 671.1135 | -3.4214 | -2068.6163 | 5282.1435 | -7350.7598 |
Avg Daily Profit (%) | 0.267 | 0.2684 | -0.0014 | 0 | 0.1595 | 0 |
Buy And Hold Return (%) | 843.5174 | 843.5174 | 843.5174 | 843.5174 | 843.5174 | 843.5174 |
Max Trade Drawdown | -159314 | -61672 | -160480 | -7837573 | -2780224 | -9716490 |
Profit Factor | 2.0537 | 3.913 | 0.9915 | 0.8982 | 1.8379 | 0.4754 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 48 | 23 | 25 | 47 | 22 | 25 |
Losing Trades | 44 | 23 | 21 | 45 | 24 | 21 |
Profitability (%) | 52.1739 | 50 | 54.3478 | 51.087 | 47.8261 | 54.3478 |
Ratio Avg Win / Avg Loss | 1.8826 | 3.913 | 0.8329 | 0.86 | 2.0049 | 0.3993 |
Largest Winning Trade | 168395 | 168395 | 65394 | 2664430 | 2664430 | 1245925 |
Largest Losing Trade | -125927 | -25278 | -125927 | -7390608 | -1332477 | -7390608 |
Avg Bars in Trades | 77 | 80 | 73 | 77 | 80 | 73 |
Avg Bars in Winners | 78 | 82 | 73 | 75 | 83 | 69 |
Avg Bars in Losers | 75 | 78 | 73 | 78 | 78 | 79 |
Bars Traded | 7092 | 3706 | 3385 | 7092 | 3706 | 3385 |
Profit Streak | 157.1794 | 161.5128 | 157.1794 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151383 | -149118 | -579564 | -580391 | 356952 | -580140 |
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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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