Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166549.6525 | 323376.0974 | -156826.445 | 7608212.5036 | 1559046.9749 | 6049165.5287 |
Total P&L (%) | 166.5497 | 323.3761 | -156.8264 | 7608.2125 | 1559.047 | 6049.1655 |
Avg Daily Profit (%) | 0.0666 | 0.1293 | -0.0627 | 0.1739 | 0.1124 | 0.1649 |
Buy And Hold Return (%) | 843.6634 | 843.6634 | 843.6634 | 843.6634 | 843.6634 | 843.6634 |
Max Trade Drawdown | -273819 | -69652 | -273819 | -2636435 | -1144544 | -1635876 |
Profit Factor | 1.2876 | 3.7966 | 0.6616 | 3.206 | 1.955 | 4.3303 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 97 | 51 | 46 | 57 | 26 | 31 |
Losing Trades | 25 | 10 | 15 | 65 | 35 | 30 |
Profitability (%) | 79.5082 | 83.6066 | 75.4098 | 46.7213 | 42.623 | 50.8197 |
Ratio Avg Win / Avg Loss | 0.3319 | 0.7444 | 0.2157 | 3.6559 | 2.6317 | 4.1906 |
Largest Winning Trade | 75999 | 75999 | 37710 | 5653659 | 1217166 | 5653659 |
Largest Losing Trade | -273819 | -48601 | -273819 | -770468 | -267795 | -770468 |
Avg Bars in Trades | 37 | 38 | 36 | 37 | 38 | 36 |
Avg Bars in Winners | 18 | 21 | 15 | 41 | 44 | 38 |
Avg Bars in Losers | 110 | 123 | 102 | 34 | 33 | 34 |
Bars Traded | 4579 | 2343 | 2236 | 4579 | 2343 | 2236 |
Profit Streak | 0 | 0 | 195.3065 | 0 | 0 | 321.8065 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -267006 | -339456 | -737778 | 467672 | -211547 | -145146 |
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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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