Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1542588.0463 | 1496793.5163 | 45794.53 | 433656.5516 | 533121.0055 | -99464.4539 |
Total P&L (%) | 1542.588 | 1496.7935 | 45.7945 | 433.6566 | 533.121 | -99.4645 |
Avg Daily Profit (%) | 0.8309 | 0.8062 | 0.0247 | 0.0902 | 0.0995 | -0.2813 |
Buy And Hold Return (%) | 54.6961 | 54.6961 | 54.6961 | 54.6961 | 54.6961 | 54.6961 |
Max Trade Drawdown | -125165 | -98654 | -126490 | -957104 | -707440 | -702471 |
Profit Factor | 2.9101 | 4.5584 | 1.1183 | 1.1027 | 1.2374 | 0.9497 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Losing Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Profitability (%) | 36.3636 | 37.234 | 35.4839 | 36.3636 | 37.234 | 35.4839 |
Ratio Avg Win / Avg Loss | 5.0926 | 7.6842 | 2.0333 | 1.9298 | 2.086 | 1.7267 |
Largest Winning Trade | 1426934 | 1426934 | 67684 | 1063893 | 1063893 | 281261 |
Largest Losing Trade | -31351 | -23523 | -31351 | -182569 | -141034 | -182569 |
Avg Bars in Trades | 115 | 100 | 131 | 115 | 100 | 131 |
Avg Bars in Winners | 222 | 179 | 268 | 222 | 179 | 268 |
Avg Bars in Losers | 54 | 53 | 55 | 54 | 53 | 55 |
Bars Traded | 21617 | 9411 | 12206 | 21617 | 9411 | 12206 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519315 | 553489 | -420890 | -183232 | -64242 | -583951 |
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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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