Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 804200.9028 | 712687.6543 | 91513.2485 | 6027283.0896 | 9121377.2214 | -3094094.1318 |
Total P&L (%) | 804.2009 | 712.6877 | 91.5132 | 6027.2831 | 9121.3772 | -3094.0941 |
Avg Daily Profit (%) | 0.3216 | 0.285 | 0.0366 | 0.1647 | 0.1811 | 0 |
Buy And Hold Return (%) | 818.8705 | 818.8705 | 818.8705 | 818.8705 | 818.8705 | 818.8705 |
Max Trade Drawdown | -110825 | -91359 | -90217 | -3841202 | -2117554 | -5324079 |
Profit Factor | 2.4308 | 3.7389 | 1.3032 | 1.424 | 2.6141 | 0.6387 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Losing Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Profitability (%) | 53.913 | 56.1404 | 51.7241 | 53.913 | 56.1404 | 51.7241 |
Ratio Avg Win / Avg Loss | 2.078 | 2.921 | 1.2163 | 1.2173 | 2.0423 | 0.5961 |
Largest Winning Trade | 160639 | 160639 | 62207 | 4461331 | 4461331 | 615410 |
Largest Losing Trade | -67199 | -36206 | -67199 | -2477658 | -943895 | -2477658 |
Avg Bars in Trades | 61 | 74 | 49 | 61 | 74 | 49 |
Avg Bars in Winners | 74 | 82 | 65 | 74 | 82 | 65 |
Avg Bars in Losers | 46 | 63 | 31 | 46 | 63 | 31 |
Bars Traded | 7076 | 4229 | 2847 | 7076 | 4229 | 2847 |
Profit Streak | 189.8283 | 198.1616 | 189.8283 | 189.8283 | 198.1616 | 189.8283 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149870 | -328426 | -488538 | 387934 | -165421 | -759636 |
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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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