Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 155699.0377 | 352468.0553 | -196769.0176 | 5361072.0975 | 509926.4613 | 4851145.6362 |
Total P&L (%) | 155.699 | 352.4681 | -196.769 | 5361.0721 | 509.9265 | 4851.1456 |
Avg Daily Profit (%) | 0.0623 | 0.141 | -0.0787 | 0.1601 | 0.0723 | 0.1562 |
Buy And Hold Return (%) | 871.4753 | 871.4753 | 871.4753 | 871.4753 | 871.4753 | 871.4753 |
Max Trade Drawdown | -291424 | -68438 | -297919 | -2760286 | -1165463 | -1956629 |
Profit Factor | 1.2128 | 3.379 | 0.6628 | 1.8614 | 1.232 | 2.2051 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 143 | 72 | 71 | 85 | 42 | 43 |
Losing Trades | 27 | 13 | 14 | 85 | 43 | 42 |
Profitability (%) | 84.1176 | 84.7059 | 83.5294 | 50 | 49.4118 | 50.5882 |
Ratio Avg Win / Avg Loss | 0.229 | 0.6101 | 0.1307 | 1.8614 | 1.2613 | 2.1538 |
Largest Winning Trade | 75999 | 75999 | 39492 | 7200984 | 564101 | 7200984 |
Largest Losing Trade | -291424 | -48356 | -291424 | -1956629 | -502546 | -1956629 |
Avg Bars in Trades | 27 | 32 | 22 | 27 | 32 | 22 |
Avg Bars in Winners | 15 | 16 | 14 | 27 | 34 | 19 |
Avg Bars in Losers | 91 | 122 | 63 | 27 | 29 | 25 |
Bars Traded | 4659 | 2740 | 1919 | 4659 | 2740 | 1919 |
Profit Streak | 13.3669 | 82.3669 | 0 | 13.3669 | 82.3669 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -271337 | -161695 | -576317 | 447704 | -261642 | 393513 |
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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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