Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 787750.4305 | 552263.5566 | 235486.8739 | 11199191.7417 | 5341843.4887 | 5857348.253 |
Total P&L (%) | 787.7504 | 552.2636 | 235.4869 | 11199.1917 | 5341.8435 | 5857.3483 |
Avg Daily Profit (%) | 0.4869 | 0.3413 | 0.1455 | 0.2926 | 0.2473 | 0.2529 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100615 | -139587 | -68046 | -2496350 | -3238000 | -1141406 |
Profit Factor | 2.4508 | 2.9166 | 1.9242 | 1.9481 | 1.7155 | 2.3478 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 58 | 24 | 34 | 58 | 24 | 34 |
Losing Trades | 66 | 38 | 28 | 66 | 38 | 28 |
Profitability (%) | 46.7742 | 38.7097 | 54.8387 | 46.7742 | 38.7097 | 54.8387 |
Ratio Avg Win / Avg Loss | 2.7889 | 4.6179 | 1.5846 | 2.2168 | 2.7161 | 1.9335 |
Largest Winning Trade | 186542 | 186542 | 53004 | 4494743 | 4494743 | 3127857 |
Largest Losing Trade | -27579 | -17251 | -27579 | -1288364 | -1288364 | -958917 |
Avg Bars in Trades | 151 | 141 | 160 | 151 | 141 | 160 |
Avg Bars in Winners | 252 | 265 | 243 | 252 | 265 | 243 |
Avg Bars in Losers | 62 | 63 | 60 | 62 | 63 | 60 |
Bars Traded | 18762 | 8792 | 9970 | 18762 | 8792 | 9970 |
Profit Streak | 496.6634 | 502.4967 | 0 | 496.6634 | 502.4967 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 533467 | -143449 | -148649 | 438765 | -146571 | -140591 |
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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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