Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1247239.1915 | 1288981.3547 | -41742.1632 | 78561.5022 | -87240.3505 | 165801.8527 |
Total P&L (%) | 1247.2392 | 1288.9814 | -41.7422 | 78.5615 | -87.2404 | 165.8019 |
Avg Daily Profit (%) | 0.4988 | 0.5155 | -0.0167 | 0.0232 | -0.0823 | 0.0391 |
Buy And Hold Return (%) | 502.3268 | 502.3268 | 502.3268 | 502.3268 | 502.3268 | 502.3268 |
Max Trade Drawdown | -148206 | -150645 | -54552 | -1302772 | -1304905 | -170867 |
Profit Factor | 2.713 | 3.2809 | 0.7439 | 1.0231 | 0.97 | 1.3286 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 63 | 27 | 36 | 63 | 27 | 36 |
Losing Trades | 90 | 49 | 41 | 90 | 49 | 41 |
Profitability (%) | 41.1765 | 35.5263 | 46.7532 | 41.1765 | 35.5263 | 46.7532 |
Ratio Avg Win / Avg Loss | 3.8757 | 5.9543 | 0.8472 | 1.4615 | 1.7603 | 1.5132 |
Largest Winning Trade | 1120019 | 1120019 | 10204 | 994733 | 994733 | 110573 |
Largest Losing Trade | -58269 | -58269 | -20571 | -386157 | -386157 | -51902 |
Avg Bars in Trades | 57 | 109 | 7 | 57 | 109 | 7 |
Avg Bars in Winners | 76 | 167 | 7 | 76 | 167 | 7 |
Avg Bars in Losers | 45 | 77 | 6 | 45 | 77 | 6 |
Bars Traded | 8860 | 8311 | 549 | 8860 | 8311 | 549 |
Profit Streak | 51.8795 | 0 | 90.1295 | 51.8795 | 0 | 90.1295 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361181 | -41576 | -623162 | -524897 | -633087 | -347455 |
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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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