Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1532443.0985 | 1424789.0162 | 107654.0823 | 3089608.2834 | 39675.5307 | 3049932.7527 |
Total P&L (%) | 1532.4431 | 1424.789 | 107.6541 | 3089.6083 | 39.6755 | 3049.9328 |
Avg Daily Profit (%) | 0.6121 | 0.5691 | 0.043 | 0.1384 | 0.0133 | 0.1379 |
Buy And Hold Return (%) | 522.1024 | 522.1024 | 522.1024 | 522.1024 | 522.1024 | 522.1024 |
Max Trade Drawdown | -138841 | -154388 | -32899 | -4058034 | -4397847 | -171014 |
Profit Factor | 3.3843 | 3.6205 | 2.0873 | 1.2856 | 1.0039 | 5.1414 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 53 | 19 | 34 | 53 | 19 | 34 |
Losing Trades | 60 | 37 | 23 | 60 | 37 | 23 |
Profitability (%) | 46.9027 | 33.9286 | 59.6491 | 46.9027 | 33.9286 | 59.6491 |
Ratio Avg Win / Avg Loss | 3.8313 | 7.0505 | 1.412 | 1.4554 | 1.955 | 3.478 |
Largest Winning Trade | 990433 | 990433 | 42438 | 2337403 | 2337403 | 760257 |
Largest Losing Trade | -45942 | -45942 | -26576 | -1705013 | -1705013 | -129330 |
Avg Bars in Trades | 82 | 162 | 4 | 82 | 162 | 4 |
Avg Bars in Winners | 84 | 226 | 4 | 84 | 226 | 4 |
Avg Bars in Losers | 81 | 129 | 4 | 81 | 129 | 4 |
Bars Traded | 9377 | 9103 | 274 | 9377 | 9103 | 274 |
Profit Streak | 5.2533 | 0 | 99.7533 | 5.2533 | 0 | 99.7533 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 528134 | -171959 | -475960 | -8773 | -742456 | -178963 |
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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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