Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 993193.7714 | 870257.7841 | 122935.9873 | 4273638.6882 | 3797195.2981 | 476443.3901 |
Total P&L (%) | 993.1938 | 870.2578 | 122.936 | 4273.6387 | 3797.1953 | 476.4434 |
Avg Daily Profit (%) | 0.5375 | 0.471 | 0.0665 | 0.2047 | 0.1984 | 0.0949 |
Buy And Hold Return (%) | 135.7115 | 135.7115 | 135.7115 | 135.7115 | 135.7115 | 135.7115 |
Max Trade Drawdown | -95665 | -56387 | -74213 | -2709487 | -1420918 | -2702153 |
Profit Factor | 3.0108 | 5.1797 | 1.4303 | 1.3103 | 1.6842 | 1.0579 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Losing Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Profitability (%) | 47.2 | 49.2063 | 45.1613 | 47.2 | 49.2063 | 45.1613 |
Ratio Avg Win / Avg Loss | 3.3681 | 5.3468 | 1.7368 | 1.4657 | 1.7385 | 1.2846 |
Largest Winning Trade | 673863 | 673863 | 63465 | 1954097 | 1954097 | 1879011 |
Largest Losing Trade | -33509 | -19170 | -33509 | -1465870 | -764015 | -1465870 |
Avg Bars in Trades | 42 | 39 | 45 | 42 | 39 | 45 |
Avg Bars in Winners | 65 | 59 | 71 | 65 | 59 | 71 |
Avg Bars in Losers | 21 | 19 | 22 | 21 | 19 | 22 |
Bars Traded | 5258 | 2467 | 2791 | 5258 | 2467 | 2791 |
Profit Streak | 94.8325 | 99.1658 | 94.8325 | 94.8325 | 99.1658 | 94.8325 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 621896 | -128141 | -423381 | 317729 | -134815 | -381294 |
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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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