Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 784220.3959 | 743559.5138 | 40660.8821 | 1035803.694 | 461061.2732 | 574742.4207 |
Total P&L (%) | 784.2204 | 743.5595 | 40.6609 | 1035.8037 | 461.0613 | 574.7424 |
Avg Daily Profit (%) | 0.3131 | 0.2968 | 0.0162 | 0.0971 | 0.0689 | 0.0762 |
Buy And Hold Return (%) | 357.016 | 357.016 | 357.016 | 357.016 | 357.016 | 357.016 |
Max Trade Drawdown | -144457 | -68636 | -133050 | -2147022 | -1398632 | -1057722 |
Profit Factor | 2.3121 | 3.7707 | 1.1235 | 1.1618 | 1.1164 | 1.2357 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 46.988 | 47.619 | 46.3415 | 46.988 | 47.619 | 46.3415 |
Ratio Avg Win / Avg Loss | 2.6086 | 4.1478 | 1.3009 | 1.3108 | 1.228 | 1.4308 |
Largest Winning Trade | 426315 | 426315 | 49212 | 1431230 | 1431230 | 675605 |
Largest Losing Trade | -47703 | -41196 | -47703 | -1003242 | -1003242 | -645040 |
Avg Bars in Trades | 56 | 61 | 51 | 56 | 61 | 51 |
Avg Bars in Winners | 75 | 76 | 74 | 75 | 76 | 74 |
Avg Bars in Losers | 40 | 48 | 32 | 40 | 48 | 32 |
Bars Traded | 4720 | 2592 | 2128 | 4720 | 2592 | 2128 |
Profit Streak | 84.6072 | 175.1072 | 0 | 84.6072 | 175.1072 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 213754 | 342287 | -423033 | -110583 | -268495 | -101918 |
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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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