Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 982260.6801 | 890106.4918 | 92154.1883 | 2685861.3202 | 1965798.6744 | 720062.6457 |
Total P&L (%) | 982.2607 | 890.1065 | 92.1542 | 2685.8613 | 1965.7987 | 720.0626 |
Avg Daily Profit (%) | 0.5238 | 0.4746 | 0.0491 | 0.1776 | 0.1616 | 0.1123 |
Buy And Hold Return (%) | 282.7208 | 282.7208 | 282.7208 | 282.7208 | 282.7208 | 282.7208 |
Max Trade Drawdown | -102116 | -133192 | -49710 | -5365558 | -5315471 | -2183091 |
Profit Factor | 2.2387 | 3.1308 | 1.2456 | 1.1159 | 1.1512 | 1.0708 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 89 | 37 | 52 | 89 | 37 | 52 |
Losing Trades | 123 | 69 | 54 | 123 | 69 | 54 |
Profitability (%) | 41.9811 | 34.9057 | 49.0566 | 41.9811 | 34.9057 | 49.0566 |
Ratio Avg Win / Avg Loss | 3.0939 | 5.8384 | 1.2935 | 1.5422 | 2.1469 | 1.112 |
Largest Winning Trade | 367026 | 367026 | 57511 | 5537822 | 5537822 | 1473540 |
Largest Losing Trade | -38501 | -24294 | -38501 | -2049816 | -1372518 | -2049816 |
Avg Bars in Trades | 52 | 64 | 39 | 52 | 64 | 39 |
Avg Bars in Winners | 74 | 105 | 52 | 74 | 105 | 52 |
Avg Bars in Losers | 35 | 42 | 26 | 35 | 42 | 26 |
Bars Traded | 11056 | 6868 | 4188 | 11056 | 6868 | 4188 |
Profit Streak | 30.4275 | 30.4275 | 48.5942 | 30.4275 | 30.4275 | 48.5942 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409303 | 280309 | -293389 | -85068 | -50965 | -188961 |
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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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