Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 778099.8412 | 625624.1167 | 152475.7245 | 386229.3293 | 1610187.6849 | -1223958.3556 |
Total P&L (%) | 778.0998 | 625.6241 | 152.4757 | 386.2293 | 1610.1877 | -1223.9584 |
Avg Daily Profit (%) | 0.4211 | 0.3386 | 0.0825 | 0.0856 | 0.1538 | 0 |
Buy And Hold Return (%) | 67.9929 | 67.9929 | 67.9929 | 67.9929 | 67.9929 | 67.9929 |
Max Trade Drawdown | -105785 | -46912 | -106870 | -5001574 | -2033062 | -3752078 |
Profit Factor | 2.2179 | 3.6627 | 1.3775 | 1.0267 | 1.3439 | 0.8748 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 58.427 | 57.7778 | 59.0909 | 58.427 | 57.7778 | 59.0909 |
Ratio Avg Win / Avg Loss | 1.5781 | 2.6766 | 0.9536 | 0.7305 | 0.9821 | 0.6056 |
Largest Winning Trade | 421689 | 421689 | 50164 | 1231790 | 1231790 | 1058921 |
Largest Losing Trade | -81911 | -27343 | -81911 | -3039677 | -1032364 | -3039677 |
Avg Bars in Trades | 77 | 56 | 98 | 77 | 56 | 98 |
Avg Bars in Winners | 76 | 47 | 105 | 76 | 47 | 105 |
Avg Bars in Losers | 77 | 67 | 88 | 77 | 67 | 88 |
Bars Traded | 6863 | 2531 | 4333 | 6863 | 2531 | 4333 |
Profit Streak | 59.5541 | 112.0541 | 59.5541 | 59.5541 | 112.0541 | 59.5541 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 607410 | 650471 | -87363 | -269600 | 300978 | -578980 |
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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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