Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1894709.7248 | 1950082.851 | -55373.1262 | -47493.9065 | -426387.8733 | 378893.9667 |
Total P&L (%) | 1894.7097 | 1950.0829 | -55.3731 | -47.4939 | -426.3879 | 378.894 |
Avg Daily Profit (%) | 0.9095 | 0.936 | -0.0266 | -0.0309 | 0 | 0.0752 |
Buy And Hold Return (%) | 99.0079 | 99.0079 | 99.0079 | 99.0079 | 99.0079 | 99.0079 |
Max Trade Drawdown | -223752 | -254740 | -90647 | -2160722 | -2382504 | -298594 |
Profit Factor | 2.3688 | 3.063 | 0.8739 | 0.9917 | 0.9013 | 1.2676 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 96 | 41 | 55 | 96 | 41 | 55 |
Losing Trades | 135 | 74 | 61 | 135 | 74 | 61 |
Profitability (%) | 41.5584 | 35.6522 | 47.4138 | 41.5584 | 35.6522 | 47.4138 |
Ratio Avg Win / Avg Loss | 3.3311 | 5.5283 | 0.9692 | 1.3946 | 1.6267 | 1.4059 |
Largest Winning Trade | 1801513 | 1801513 | 22744 | 782032 | 782032 | 343259 |
Largest Losing Trade | -67516 | -67516 | -41807 | -388556 | -388556 | -175437 |
Avg Bars in Trades | 106 | 186 | 27 | 106 | 186 | 27 |
Avg Bars in Winners | 128 | 265 | 26 | 128 | 265 | 26 |
Avg Bars in Losers | 90 | 142 | 27 | 90 | 142 | 27 |
Bars Traded | 24579 | 21436 | 3143 | 24579 | 21436 | 3143 |
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 | 565160 | 479068 | -581751 | -581185 | -583828 | -95988 |
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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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