Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2311042.974 | 2236311.1721 | 74731.8019 | 2327887.468 | 2437557.3179 | -109669.8499 |
Total P&L (%) | 2311.043 | 2236.3112 | 74.7318 | 2327.8875 | 2437.5573 | -109.6699 |
Avg Daily Profit (%) | 1.1093 | 1.0734 | 0.0359 | 0.1532 | 0.1553 | 0 |
Buy And Hold Return (%) | 214.5941 | 214.5941 | 214.5941 | 214.5941 | 214.5941 | 214.5941 |
Max Trade Drawdown | -113756 | -81974 | -83372 | -6217623 | -3086142 | -5859336 |
Profit Factor | 4.0374 | 7.497 | 1.1794 | 1.1072 | 1.24 | 0.9905 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Profitability (%) | 41.3223 | 40 | 42.623 | 41.3223 | 40 | 42.623 |
Ratio Avg Win / Avg Loss | 5.7331 | 11.2455 | 1.5876 | 1.5722 | 1.86 | 1.3334 |
Largest Winning Trade | 2083129 | 2083129 | 49277 | 2707687 | 2707687 | 2453670 |
Largest Losing Trade | -40239 | -27710 | -40239 | -2407785 | -1345516 | -2407785 |
Avg Bars in Trades | 202 | 195 | 209 | 202 | 195 | 209 |
Avg Bars in Winners | 344 | 340 | 347 | 344 | 340 | 347 |
Avg Bars in Losers | 102 | 99 | 106 | 102 | 99 | 106 |
Bars Traded | 24523 | 11753 | 12770 | 24523 | 11753 | 12770 |
Profit Streak | 0 | 50.2296 | 0 | 0 | 50.2296 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 628916 | -150425 | -497703 | -96937 | -163872 | -743938 |
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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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