Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 606593.2838 | 549005.8521 | 57587.4317 | 801299.1079 | 1901119.3206 | -1099820.2127 |
Total P&L (%) | 606.5933 | 549.0059 | 57.5874 | 801.2991 | 1901.1193 | -1099.8202 |
Avg Daily Profit (%) | 0.3355 | 0.3037 | 0.0319 | 0.1217 | 0.1659 | 0 |
Buy And Hold Return (%) | 222.8388 | 222.8388 | 222.8388 | 222.8388 | 222.8388 | 222.8388 |
Max Trade Drawdown | -137927 | -66845 | -160649 | -3468624 | -1089111 | -3915947 |
Profit Factor | 2.0031 | 2.917 | 1.1809 | 1.0778 | 1.4163 | 0.808 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 56.3218 | 54.5455 | 58.1395 | 56.3218 | 54.5455 | 58.1395 |
Ratio Avg Win / Avg Loss | 1.5534 | 2.4308 | 0.8502 | 0.8359 | 1.1802 | 0.5818 |
Largest Winning Trade | 290174 | 290174 | 50451 | 1370252 | 1370252 | 656969 |
Largest Losing Trade | -42575 | -42575 | -42184 | -1289914 | -978654 | -1289914 |
Avg Bars in Trades | 58 | 60 | 57 | 58 | 60 | 57 |
Avg Bars in Winners | 68 | 71 | 66 | 68 | 71 | 66 |
Avg Bars in Losers | 45 | 46 | 45 | 45 | 46 | 45 |
Bars Traded | 5108 | 2646 | 2462 | 5108 | 2646 | 2462 |
Profit Streak | 42.7831 | 168.7831 | 42.7831 | 42.7831 | 168.7831 | 42.7831 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436259 | 458149 | -337664 | -166841 | 380551 | -579120 |
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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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