Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460119.0133 | 292057.432 | 168061.5813 | 1738063.4802 | 756584.7686 | 981478.7116 |
Total P&L (%) | 460.119 | 292.0574 | 168.0616 | 1738.0635 | 756.5848 | 981.4787 |
Avg Daily Profit (%) | 0.3725 | 0.2364 | 0.136 | 0.2359 | 0.174 | 0.1929 |
Buy And Hold Return (%) | 98.0909 | 98.0909 | 98.0909 | 98.0909 | 98.0909 | 98.0909 |
Max Trade Drawdown | -78821 | -40137 | -68702 | -2036601 | -1358122 | -1344616 |
Profit Factor | 2.1443 | 2.9936 | 1.6575 | 1.3427 | 1.3502 | 1.3371 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 72.8261 | 69.5652 | 76.087 | 72.8261 | 69.5652 | 76.087 |
Ratio Avg Win / Avg Loss | 0.8001 | 1.3097 | 0.5209 | 0.501 | 0.5907 | 0.4202 |
Largest Winning Trade | 38062 | 38062 | 29251 | 699134 | 630815 | 699134 |
Largest Losing Trade | -68702 | -35706 | -68702 | -1230711 | -1230711 | -915773 |
Avg Bars in Trades | 36 | 48 | 25 | 36 | 48 | 25 |
Avg Bars in Winners | 26 | 30 | 21 | 26 | 30 | 21 |
Avg Bars in Losers | 65 | 87 | 37 | 65 | 87 | 37 |
Bars Traded | 3380 | 2211 | 1169 | 3380 | 2211 | 1169 |
Profit Streak | 41.7862 | 48.7862 | 41.7862 | 41.7862 | 48.7862 | 41.7862 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477259 | 452878 | -15566 | 413721 | 349622 | 392557 |
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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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