Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 829778.5535 | 632800.168 | 196978.3854 | 13556660.8231 | 13311499.1586 | 245161.6645 |
Total P&L (%) | 829.7786 | 632.8002 | 196.9784 | 13556.6608 | 13311.4992 | 245.1617 |
Avg Daily Profit (%) | 0.332 | 0.2532 | 0.0788 | 0.1969 | 0.1962 | 0.0496 |
Buy And Hold Return (%) | 444.836 | 444.836 | 444.836 | 444.836 | 444.836 | 444.836 |
Max Trade Drawdown | -76946 | -60032 | -54912 | -7693974 | -2503846 | -6197713 |
Profit Factor | 3.087 | 3.9508 | 2.0755 | 2.0249 | 3.7052 | 1.0295 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 20 | 12 | 8 | 20 | 12 | 8 |
Profitability (%) | 77.0115 | 72.093 | 81.8182 | 77.0115 | 72.093 | 81.8182 |
Ratio Avg Win / Avg Loss | 0.9215 | 1.5294 | 0.4612 | 0.6045 | 1.4343 | 0.2288 |
Largest Winning Trade | 204122 | 204122 | 32606 | 7575361 | 7575361 | 2929594 |
Largest Losing Trade | -54912 | -42251 | -54912 | -6197713 | -2503846 | -6197713 |
Avg Bars in Trades | 162 | 204 | 121 | 162 | 204 | 121 |
Avg Bars in Winners | 131 | 128 | 133 | 131 | 128 | 133 |
Avg Bars in Losers | 267 | 398 | 71 | 267 | 398 | 71 |
Bars Traded | 14149 | 8782 | 5367 | 14149 | 8782 | 5367 |
Profit Streak | 158.8899 | 158.8899 | 318.2232 | 158.8899 | 158.8899 | 318.2232 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357208 | -14921 | -246856 | 522179 | 634287 | -476723 |
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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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