Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 705737.9706 | 600013.2653 | 105724.7053 | 1848937.7524 | 253700.0842 | 1595237.6682 |
Total P&L (%) | 705.738 | 600.0133 | 105.7247 | 1848.9378 | 253.7001 | 1595.2377 |
Avg Daily Profit (%) | 0.3795 | 0.3227 | 0.0569 | 0.1598 | 0.068 | 0.1523 |
Buy And Hold Return (%) | 64.6949 | 64.6949 | 64.6949 | 64.6949 | 64.6949 | 64.6949 |
Max Trade Drawdown | -102910 | -82963 | -90100 | -2638838 | -2150548 | -617521 |
Profit Factor | 2.1148 | 2.8591 | 1.3407 | 1.2242 | 1.0523 | 1.4697 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 44.0678 | 38.9831 | 49.1525 | 44.0678 | 38.9831 | 49.1525 |
Ratio Avg Win / Avg Loss | 2.6842 | 4.475 | 1.387 | 1.5537 | 1.6471 | 1.5204 |
Largest Winning Trade | 273943 | 273943 | 59811 | 1387555 | 1387555 | 594657 |
Largest Losing Trade | -27281 | -27281 | -22527 | -541780 | -541780 | -411245 |
Avg Bars in Trades | 185 | 170 | 200 | 185 | 170 | 200 |
Avg Bars in Winners | 278 | 262 | 291 | 278 | 262 | 291 |
Avg Bars in Losers | 112 | 112 | 112 | 112 | 112 | 112 |
Bars Traded | 21891 | 10077 | 11814 | 21891 | 10077 | 11814 |
Profit Streak | 18.514 | 0 | 150.0973 | 18.514 | 0 | 150.0973 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437847 | -166698 | -301619 | 251796 | -447627 | -165765 |
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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) |
---|