Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 637768.7079 | 577703.0262 | 60065.6817 | 978284.5158 | 844767.1325 | 133517.3833 |
Total P&L (%) | 637.7687 | 577.703 | 60.0657 | 978.2845 | 844.7671 | 133.5174 |
Avg Daily Profit (%) | 0.2552 | 0.2312 | 0.024 | 0.0952 | 0.0899 | 0.0339 |
Buy And Hold Return (%) | 264.6534 | 264.6534 | 264.6534 | 264.6534 | 264.6534 | 264.6534 |
Max Trade Drawdown | -122539 | -65136 | -99224 | -783605 | -343277 | -528514 |
Profit Factor | 2.2359 | 3.6604 | 1.201 | 1.4788 | 2.0273 | 1.1094 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Losing Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Profitability (%) | 48.0916 | 48.4848 | 47.6923 | 48.0916 | 48.4848 | 47.6923 |
Ratio Avg Win / Avg Loss | 2.4134 | 3.8892 | 1.3172 | 1.5962 | 2.1541 | 1.2167 |
Largest Winning Trade | 353400 | 353400 | 35433 | 520244 | 520244 | 226319 |
Largest Losing Trade | -73171 | -29649 | -73171 | -515640 | -86826 | -515640 |
Avg Bars in Trades | 112 | 110 | 113 | 112 | 110 | 113 |
Avg Bars in Winners | 158 | 149 | 168 | 158 | 149 | 168 |
Avg Bars in Losers | 68 | 74 | 63 | 68 | 74 | 63 |
Bars Traded | 14680 | 7310 | 7370 | 14680 | 7310 | 7370 |
Profit Streak | 77.4193 | 105.2526 | 77.4193 | 77.4193 | 105.2526 | 77.4193 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348452 | -113967 | -458673 | -64596 | -195023 | -545165 |
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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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