Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 593907.937 | 515136.274 | 78771.6629 | 478105.357 | 499913.7143 | -21808.3573 |
Total P&L (%) | 593.9079 | 515.1363 | 78.7717 | 478.1054 | 499.9137 | -21.8084 |
Avg Daily Profit (%) | 0.3104 | 0.2692 | 0.0412 | 0.0917 | 0.0937 | -0.0129 |
Buy And Hold Return (%) | 43.361 | 43.361 | 43.361 | 43.361 | 43.361 | 43.361 |
Max Trade Drawdown | -108877 | -93044 | -87249 | -693388 | -668423 | -624125 |
Profit Factor | 1.8497 | 2.25 | 1.2746 | 1.1486 | 1.2614 | 0.9833 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 74 | 33 | 41 | 74 | 33 | 41 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 60.1626 | 54.0984 | 66.129 | 60.1626 | 54.0984 | 66.129 |
Ratio Avg Win / Avg Loss | 1.2248 | 1.9091 | 0.6528 | 0.7606 | 1.0703 | 0.5036 |
Largest Winning Trade | 198684 | 198684 | 31238 | 547284 | 547284 | 234814 |
Largest Losing Trade | -58051 | -58051 | -46907 | -578130 | -578130 | -388061 |
Avg Bars in Trades | 29 | 44 | 14 | 29 | 44 | 14 |
Avg Bars in Winners | 21 | 31 | 12 | 21 | 31 | 12 |
Avg Bars in Losers | 42 | 59 | 19 | 42 | 59 | 19 |
Bars Traded | 3628 | 2712 | 916 | 3628 | 2712 | 916 |
Profit Streak | 18.1397 | 0 | 67.6397 | 18.1397 | 0 | 67.6397 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 499162 | -148237 | -299021 | -126723 | -229208 | -732031 |
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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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