Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2441648.3474 | 2350885.7875 | 90762.56 | 4718080.247 | 4383350.1171 | 334730.1299 |
Total P&L (%) | 2441.6483 | 2350.8858 | 90.7626 | 4718.0802 | 4383.3501 | 334.7301 |
Avg Daily Profit (%) | 1.1047 | 1.0636 | 0.0411 | 0.1755 | 0.1722 | 0.0665 |
Buy And Hold Return (%) | 709.5143 | 709.5143 | 709.5143 | 709.5143 | 709.5143 | 709.5143 |
Max Trade Drawdown | -94711 | -72495 | -111052 | -3594564 | -2361999 | -2450694 |
Profit Factor | 4.1489 | 7.0311 | 1.2354 | 1.2398 | 1.471 | 1.0323 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 46.2264 | 43.3962 | 49.0566 | 46.2264 | 43.3962 | 49.0566 |
Ratio Avg Win / Avg Loss | 4.8263 | 9.1711 | 1.2829 | 1.4422 | 1.9187 | 1.072 |
Largest Winning Trade | 2053253 | 2053253 | 50373 | 4802417 | 4802417 | 960481 |
Largest Losing Trade | -55410 | -55410 | -38891 | -1662244 | -947778 | -1662244 |
Avg Bars in Trades | 121 | 148 | 95 | 121 | 148 | 95 |
Avg Bars in Winners | 175 | 233 | 124 | 175 | 233 | 124 |
Avg Bars in Losers | 75 | 82 | 67 | 75 | 82 | 67 |
Bars Traded | 12922 | 7857 | 5065 | 12922 | 7857 | 5065 |
Profit Streak | 0 | 113.3132 | 0 | 0 | 113.3132 | 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 | 601084 | -162969 | -484566 | 220496 | -172568 | -635348 |
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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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