Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 762475.8206 | 818201.028 | -55725.2075 | -42480.6696 | -21469.0546 | -21011.615 |
Total P&L (%) | 762.4758 | 818.201 | -55.7252 | -42.4807 | -21.4691 | -21.0116 |
Avg Daily Profit (%) | 0.4141 | 0.4444 | -0.0303 | -0.03 | -0.0131 | -0.0128 |
Buy And Hold Return (%) | 61.0912 | 61.0912 | 61.0912 | 61.0912 | 61.0912 | 61.0912 |
Max Trade Drawdown | -182908 | -169966 | -69032 | -542764 | -505894 | -102911 |
Profit Factor | 1.9175 | 2.1793 | 0.5939 | 0.9732 | 0.9844 | 0.8989 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 98 | 50 | 48 | 98 | 50 | 48 |
Profitability (%) | 39.8773 | 38.2716 | 41.4634 | 39.8773 | 38.2716 | 41.4634 |
Ratio Avg Win / Avg Loss | 2.891 | 3.515 | 0.8385 | 1.4672 | 1.5877 | 1.269 |
Largest Winning Trade | 740689 | 740689 | 7804 | 444242 | 444242 | 33099 |
Largest Losing Trade | -48779 | -48779 | -10936 | -263063 | -263063 | -39028 |
Avg Bars in Trades | 134 | 262 | 7 | 134 | 262 | 7 |
Avg Bars in Winners | 188 | 386 | 7 | 188 | 386 | 7 |
Avg Bars in Losers | 98 | 186 | 6 | 98 | 186 | 6 |
Bars Traded | 21874 | 21299 | 575 | 21874 | 21299 | 575 |
Profit Streak | 5.4009 | 0 | 15.0676 | 5.4009 | 0 | 15.0676 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400841 | -2246 | -586789 | -581485 | -594519 | -585122 |
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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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