Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 773651.1982 | 720496.4203 | 53154.7778 | 1433767.3394 | 1389951.0102 | 43816.3291 |
Total P&L (%) | 773.6512 | 720.4964 | 53.1548 | 1433.7673 | 1389.951 | 43.8163 |
Avg Daily Profit (%) | 0.3094 | 0.2882 | 0.0213 | 0.1093 | 0.1081 | 0.0145 |
Buy And Hold Return (%) | 250.6427 | 250.6427 | 250.6427 | 250.6427 | 250.6427 | 250.6427 |
Max Trade Drawdown | -119052 | -86979 | -58028 | -5509178 | -5285074 | -1655637 |
Profit Factor | 2.2918 | 2.682 | 1.3117 | 1.0748 | 1.0971 | 1.009 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 47.8261 | 43.8596 | 51.7241 | 47.8261 | 43.8596 | 51.7241 |
Ratio Avg Win / Avg Loss | 2.5002 | 3.4329 | 1.2243 | 1.1725 | 1.4043 | 0.9417 |
Largest Winning Trade | 438735 | 438735 | 26800 | 5270857 | 5270857 | 954725 |
Largest Losing Trade | -30700 | -30700 | -16689 | -1587548 | -1587548 | -864295 |
Avg Bars in Trades | 126 | 225 | 29 | 126 | 225 | 29 |
Avg Bars in Winners | 167 | 332 | 29 | 167 | 332 | 29 |
Avg Bars in Losers | 89 | 142 | 28 | 89 | 142 | 28 |
Bars Traded | 14554 | 12868 | 1686 | 14554 | 12868 | 1686 |
Profit Streak | 0 | 164.3373 | 0 | 0 | 164.3373 | 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 | 351448 | -171179 | -509635 | -186389 | -344788 | -731046 |
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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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