Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583563.4307 | 577191.7707 | 6371.66 | 216019.8041 | 2009859.1916 | -1793839.3875 |
Total P&L (%) | 583.5634 | 577.1918 | 6.3717 | 216.0198 | 2009.8592 | -1793.8394 |
Avg Daily Profit (%) | 0.3607 | 0.3567 | 0.0039 | 0.0711 | 0.1886 | 0 |
Buy And Hold Return (%) | 23.6639 | 23.6639 | 23.6639 | 23.6639 | 23.6639 | 23.6639 |
Max Trade Drawdown | -192197 | -181852 | -37886 | -8271821 | -6781073 | -2188649 |
Profit Factor | 1.8751 | 2.0483 | 1.0548 | 1.0118 | 1.1335 | 0.4398 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 106 | 56 | 50 | 106 | 56 | 50 |
Losing Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Profitability (%) | 65.0307 | 69.1358 | 60.9756 | 65.0307 | 69.1358 | 60.9756 |
Ratio Avg Win / Avg Loss | 1.0083 | 0.9144 | 0.6751 | 0.5441 | 0.506 | 0.2815 |
Largest Winning Trade | 215467 | 215467 | 11145 | 4649243 | 4649243 | 218379 |
Largest Losing Trade | -87137 | -87137 | -17953 | -6071624 | -6071624 | -1524748 |
Avg Bars in Trades | 115 | 229 | 2 | 115 | 229 | 2 |
Avg Bars in Winners | 79 | 148 | 2 | 79 | 148 | 2 |
Avg Bars in Losers | 182 | 412 | 2 | 182 | 412 | 2 |
Bars Traded | 18786 | 18605 | 181 | 18786 | 18605 | 181 |
Profit Streak | 0 | 511.3323 | 0 | 0 | 511.3323 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 527809 | 67587 | -517748 | -304333 | -76071 | -583257 |
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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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