Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1710237.473 | 1710675.4947 | -438.0217 | 664025.7301 | 1593659.4364 | -929633.7063 |
Total P&L (%) | 1710.2375 | 1710.6755 | -0.438 | 664.0257 | 1593.6594 | -929.6337 |
Avg Daily Profit (%) | 0.9325 | 0.9328 | -0.0002 | 0.1109 | 0.1544 | 0 |
Buy And Hold Return (%) | 660.3784 | 660.3784 | 660.3784 | 660.3784 | 660.3784 | 660.3784 |
Max Trade Drawdown | -131379 | -100453 | -111928 | -1311255 | -894909 | -1097763 |
Profit Factor | 3.1058 | 5.6645 | 0.999 | 1.1002 | 1.5495 | 0.7506 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 45.3782 | 41.6667 | 49.1525 | 45.3782 | 41.6667 | 49.1525 |
Ratio Avg Win / Avg Loss | 3.7385 | 7.9304 | 1.0335 | 1.3243 | 2.1693 | 0.7765 |
Largest Winning Trade | 1327342 | 1327342 | 74825 | 947365 | 947365 | 543251 |
Largest Losing Trade | -74963 | -41395 | -74963 | -923303 | -472525 | -923303 |
Avg Bars in Trades | 91 | 84 | 98 | 91 | 84 | 98 |
Avg Bars in Winners | 137 | 134 | 141 | 137 | 134 | 141 |
Avg Bars in Losers | 52 | 48 | 57 | 52 | 48 | 57 |
Bars Traded | 10870 | 5067 | 5803 | 10870 | 5067 | 5803 |
Profit Streak | 0 | 0 | 25.5533 | 0 | 0 | 25.5533 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513284 | -154610 | -755099 | -320340 | -166465 | -756766 |
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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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