Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 809883.7952 | 666607.8343 | 143275.9609 | 5286793.3706 | 4661182.6418 | 625610.7288 |
Total P&L (%) | 809.8838 | 666.6078 | 143.276 | 5286.7934 | 4661.1826 | 625.6107 |
Avg Daily Profit (%) | 0.3236 | 0.2664 | 0.0573 | 0.1594 | 0.1545 | 0.0792 |
Buy And Hold Return (%) | 262.9486 | 262.9486 | 262.9486 | 262.9486 | 262.9486 | 262.9486 |
Max Trade Drawdown | -128245 | -68673 | -148981 | -938014 | -617078 | -1325101 |
Profit Factor | 3.1202 | 4.3324 | 1.7874 | 2.825 | 4.6655 | 1.3849 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 22 | 14 | 8 | 22 | 14 | 8 |
Profitability (%) | 62.7119 | 51.7241 | 73.3333 | 62.7119 | 51.7241 | 73.3333 |
Ratio Avg Win / Avg Loss | 1.8552 | 4.0436 | 0.65 | 1.6797 | 4.3545 | 0.5036 |
Largest Winning Trade | 342427 | 342427 | 47137 | 2333695 | 2333695 | 500294 |
Largest Losing Trade | -54810 | -38337 | -54810 | -521492 | -495315 | -521492 |
Avg Bars in Trades | 79 | 107 | 52 | 79 | 107 | 52 |
Avg Bars in Winners | 63 | 74 | 56 | 63 | 74 | 56 |
Avg Bars in Losers | 106 | 142 | 43 | 106 | 142 | 43 |
Bars Traded | 4700 | 3124 | 1576 | 4700 | 3124 | 1576 |
Profit Streak | 138.3651 | 138.3651 | 267.8651 | 138.3651 | 138.3651 | 267.8651 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164484 | 472493 | -277306 | -163417 | 573734 | -87851 |
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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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