Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1733824.555 | 1654465.2417 | 79359.3133 | 1346565.701 | 57101.3702 | 1289464.3308 |
Total P&L (%) | 1733.8246 | 1654.4652 | 79.3593 | 1346.5657 | 57.1014 | 1289.4643 |
Avg Daily Profit (%) | 0.9349 | 0.8921 | 0.0428 | 0.1442 | 0.0244 | 0.142 |
Buy And Hold Return (%) | 25.2775 | 25.2775 | 25.2775 | 25.2775 | 25.2775 | 25.2775 |
Max Trade Drawdown | -96714 | -142097 | -38632 | -3457910 | -4457892 | -732556 |
Profit Factor | 4.2842 | 6.543 | 1.3459 | 1.1283 | 1.0084 | 1.3462 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 44.4444 | 46.3415 | 42.5 | 44.4444 | 46.3415 | 42.5 |
Ratio Avg Win / Avg Loss | 5.3553 | 7.5762 | 1.8209 | 1.4103 | 1.1677 | 1.8214 |
Largest Winning Trade | 1511605 | 1511605 | 65345 | 1817410 | 1817410 | 1128827 |
Largest Losing Trade | -37124 | -37124 | -27785 | -1659113 | -1659113 | -732556 |
Avg Bars in Trades | 130 | 110 | 151 | 130 | 110 | 151 |
Avg Bars in Winners | 193 | 133 | 260 | 193 | 133 | 260 |
Avg Bars in Losers | 80 | 90 | 71 | 80 | 90 | 71 |
Bars Traded | 10592 | 4525 | 6067 | 10592 | 4525 | 6067 |
Profit Streak | 47.3739 | 57.8739 | 47.3739 | 47.3739 | 57.8739 | 47.3739 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 127182 | 769192 | -139589 | -96605 | -377149 | -3908 |
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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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