Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2565274.5307 | 2581858.1527 | -16583.622 | 128437.341 | 177217.7047 | -48780.3637 |
Total P&L (%) | 2565.2745 | 2581.8582 | -16.5836 | 128.4373 | 177.2177 | -48.7804 |
Avg Daily Profit (%) | 1.1516 | 1.1591 | -0.0074 | 0.0371 | 0.0458 | -0.03 |
Buy And Hold Return (%) | 336.3946 | 336.3946 | 336.3946 | 336.3946 | 336.3946 | 336.3946 |
Max Trade Drawdown | -110645 | -74749 | -98842 | -695267 | -428802 | -581827 |
Profit Factor | 4.3244 | 8.1879 | 0.9598 | 1.0452 | 1.1344 | 0.968 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 50.3876 | 49.2308 | 51.5625 | 50.3876 | 49.2308 | 51.5625 |
Ratio Avg Win / Avg Loss | 4.2579 | 8.4438 | 0.9016 | 1.0291 | 1.1699 | 0.9094 |
Largest Winning Trade | 2628573 | 2628573 | 47769 | 631588 | 631588 | 264512 |
Largest Losing Trade | -52318 | -39598 | -52318 | -268470 | -232904 | -268470 |
Avg Bars in Trades | 32 | 28 | 35 | 32 | 28 | 35 |
Avg Bars in Winners | 43 | 36 | 50 | 43 | 36 | 50 |
Avg Bars in Losers | 20 | 22 | 18 | 20 | 22 | 18 |
Bars Traded | 4145 | 1884 | 2261 | 4145 | 1884 | 2261 |
Profit Streak | 0 | 0 | 30.4157 | 0 | 0 | 30.4157 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 761866 | -109695 | -718753 | -479584 | -501901 | -718753 |
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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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