Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1966218.4791 | 1986116.8505 | -19898.3714 | 391145.8061 | 170441.0958 | 220704.7103 |
Total P&L (%) | 1966.2185 | 1986.1169 | -19.8984 | 391.1458 | 170.4411 | 220.7047 |
Avg Daily Profit (%) | 0.9442 | 0.9537 | -0.0096 | 0.0765 | 0.0478 | 0.056 |
Buy And Hold Return (%) | 994.5313 | 994.5313 | 994.5313 | 994.5313 | 994.5313 | 994.5313 |
Max Trade Drawdown | -199492 | -168899 | -58936 | -5186628 | -4805593 | -1028416 |
Profit Factor | 3.0489 | 3.9583 | 0.931 | 1.0274 | 1.0161 | 1.0597 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 98 | 43 | 55 | 98 | 43 | 55 |
Losing Trades | 101 | 56 | 45 | 101 | 56 | 45 |
Profitability (%) | 49.2462 | 43.4343 | 55 | 49.2462 | 43.4343 | 55 |
Ratio Avg Win / Avg Loss | 3.1423 | 5.155 | 0.7617 | 1.0589 | 1.3233 | 0.867 |
Largest Winning Trade | 1581743 | 1581743 | 15021 | 4542862 | 4542862 | 336636 |
Largest Losing Trade | -45090 | -45090 | -26996 | -1561388 | -1561388 | -874575 |
Avg Bars in Trades | 121 | 208 | 35 | 121 | 208 | 35 |
Avg Bars in Winners | 135 | 271 | 29 | 135 | 271 | 29 |
Avg Bars in Losers | 108 | 161 | 42 | 108 | 161 | 42 |
Bars Traded | 24237 | 20688 | 3549 | 24237 | 20688 | 3549 |
Profit Streak | 26.3148 | 26.3981 | 26.3148 | 26.3148 | 26.3981 | 26.3148 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498235 | 400316 | -579875 | -445238 | -499955 | -439563 |
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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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