Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 542205.6632 | 911439.4974 | -369233.8343 | -175912.7719 | 346759.4876 | -522672.2595 |
Total P&L (%) | 542.2057 | 911.4395 | -369.2338 | -175.9128 | 346.7595 | -522.6723 |
Avg Daily Profit (%) | 0.2871 | 0.4826 | -0.1955 | 0 | 0.0793 | 0 |
Buy And Hold Return (%) | 310.3571 | 310.3571 | 310.3571 | 310.3571 | 310.3571 | 310.3571 |
Max Trade Drawdown | -550548 | -176403 | -460470 | -1144120 | -485603 | -885686 |
Profit Factor | 1.5257 | 3.6468 | 0.4626 | 0.9076 | 1.472 | 0.5528 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 46 | 22 | 24 | 42 | 23 | 19 |
Losing Trades | 45 | 23 | 22 | 49 | 22 | 27 |
Profitability (%) | 50.5495 | 48.8889 | 52.1739 | 46.1538 | 51.1111 | 41.3043 |
Ratio Avg Win / Avg Loss | 1.4925 | 3.8125 | 0.4241 | 1.0588 | 1.408 | 0.7856 |
Largest Winning Trade | 1012951 | 1012951 | 51400 | 634386 | 634386 | 185243 |
Largest Losing Trade | -328184 | -34218 | -328184 | -405479 | -241271 | -405479 |
Avg Bars in Trades | 119 | 128 | 110 | 119 | 128 | 110 |
Avg Bars in Winners | 147 | 139 | 154 | 97 | 129 | 59 |
Avg Bars in Losers | 91 | 117 | 63 | 138 | 127 | 147 |
Bars Traded | 10868 | 5770 | 5098 | 10868 | 5770 | 5098 |
Profit Streak | 0 | 122.8878 | 0 | 34.7211 | 0 | 42.7211 |
Trades During Streak | 0 | 3 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 71415 | 542652 | -580422 | -579822 | -215033 | -583534 |
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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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