Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1007433.9929 | 988188.5867 | 19245.4062 | 1115645.9848 | 2040284.0945 | -924638.1097 |
Total P&L (%) | 1007.434 | 988.1886 | 19.2454 | 1115.646 | 2040.2841 | -924.6381 |
Avg Daily Profit (%) | 0.551 | 0.5404 | 0.0105 | 0.1367 | 0.1677 | 0 |
Buy And Hold Return (%) | 597.2686 | 597.2686 | 597.2686 | 597.2686 | 597.2686 | 597.2686 |
Max Trade Drawdown | -133687 | -87312 | -122002 | -1293457 | -632860 | -1605658 |
Profit Factor | 2.5198 | 3.9517 | 1.0587 | 1.196 | 1.7593 | 0.6923 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 55.7377 | 54.0984 | 57.377 | 55.7377 | 54.0984 | 57.377 |
Ratio Avg Win / Avg Loss | 2.001 | 3.353 | 0.7864 | 0.9498 | 1.4927 | 0.5143 |
Largest Winning Trade | 530130 | 530130 | 73878 | 1295712 | 1295712 | 392535 |
Largest Losing Trade | -43824 | -43824 | -39257 | -489590 | -258502 | -489590 |
Avg Bars in Trades | 27 | 30 | 24 | 27 | 30 | 24 |
Avg Bars in Winners | 30 | 29 | 31 | 30 | 29 | 31 |
Avg Bars in Losers | 24 | 33 | 16 | 24 | 33 | 16 |
Bars Traded | 3401 | 1885 | 1516 | 3401 | 1885 | 1516 |
Profit Streak | 46.9183 | 94.9183 | 46.9183 | 46.9183 | 94.9183 | 46.9183 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331098 | -150967 | -662109 | -22162 | -152504 | -740665 |
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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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