Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694737.7057 | 670994.6085 | 23743.0972 | 351375.9697 | -96154.883 | 447530.8528 |
Total P&L (%) | 694.7377 | 670.9946 | 23.7431 | 351.376 | -96.1549 | 447.5309 |
Avg Daily Profit (%) | 0.3748 | 0.362 | 0.0128 | 0.0813 | -0.1756 | 0.0918 |
Buy And Hold Return (%) | 71.4931 | 71.4931 | 71.4931 | 71.4931 | 71.4931 | 71.4931 |
Max Trade Drawdown | -160060 | -154813 | -37151 | -5093920 | -5345658 | -1104373 |
Profit Factor | 1.6614 | 1.8024 | 1.1109 | 1.0166 | 0.9946 | 1.1343 |
Total Trades | 267 | 133 | 134 | 267 | 133 | 134 |
Winning Trades | 142 | 66 | 76 | 142 | 66 | 76 |
Losing Trades | 125 | 67 | 58 | 125 | 67 | 58 |
Profitability (%) | 53.1835 | 49.6241 | 56.7164 | 53.1835 | 49.6241 | 56.7164 |
Ratio Avg Win / Avg Loss | 1.4625 | 1.8297 | 0.8478 | 0.8949 | 1.0097 | 0.8656 |
Largest Winning Trade | 161919 | 161919 | 17122 | 2487719 | 2487719 | 270972 |
Largest Losing Trade | -73513 | -73513 | -25814 | -3666765 | -3666765 | -619168 |
Avg Bars in Trades | 82 | 160 | 4 | 82 | 160 | 4 |
Avg Bars in Winners | 89 | 188 | 4 | 89 | 188 | 4 |
Avg Bars in Losers | 73 | 133 | 4 | 73 | 133 | 4 |
Bars Traded | 21966 | 21375 | 591 | 21966 | 21375 | 591 |
Profit Streak | 5.5739 | 0 | 14.9905 | 5.5739 | 0 | 14.9905 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506957 | 449775 | -440213 | -287191 | -579458 | -143899 |
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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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