Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114340.7963 | 327397.5206 | -213056.7242 | 4108465.157 | 1544566.3601 | 2563898.7969 |
Total P&L (%) | 114.3408 | 327.3975 | -213.0567 | 4108.4652 | 1544.5664 | 2563.8988 |
Avg Daily Profit (%) | 0.0457 | 0.1309 | -0.0852 | 0.1497 | 0.112 | 0.1314 |
Buy And Hold Return (%) | 969.9125 | 969.9125 | 969.9125 | 969.9125 | 969.9125 | 969.9125 |
Max Trade Drawdown | -305006 | -50385 | -308183 | -1232068 | -524520 | -1232068 |
Profit Factor | 1.1602 | 3.0268 | 0.6143 | 2.3248 | 2.8779 | 2.1252 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 156 | 79 | 77 | 90 | 45 | 45 |
Losing Trades | 32 | 15 | 17 | 98 | 49 | 49 |
Profitability (%) | 82.9787 | 84.0426 | 81.9149 | 47.8723 | 47.8723 | 47.8723 |
Ratio Avg Win / Avg Loss | 0.238 | 0.5747 | 0.1356 | 2.5315 | 3.1337 | 2.3141 |
Largest Winning Trade | 75999 | 75999 | 37710 | 2771444 | 414971 | 2771444 |
Largest Losing Trade | -305006 | -50385 | -305006 | -1232068 | -202984 | -1232068 |
Avg Bars in Trades | 25 | 25 | 25 | 25 | 25 | 25 |
Avg Bars in Winners | 13 | 13 | 14 | 26 | 30 | 23 |
Avg Bars in Losers | 81 | 90 | 74 | 24 | 22 | 26 |
Bars Traded | 4792 | 2434 | 2358 | 4792 | 2434 | 2358 |
Profit Streak | 14.2613 | 137.7613 | 14.2613 | 14.2613 | 137.7613 | 14.2613 |
Trades During Streak | 3 | 8 | 1 | 3 | 8 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -336421 | -174957 | -575856 | 414449 | -46451 | -16895 |
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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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