Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1315687.3655 | 1226313.457 | 89373.9085 | 4766798.73 | 4456130.4337 | 310668.2962 |
Total P&L (%) | 1315.6874 | 1226.3135 | 89.3739 | 4766.7987 | 4456.1304 | 310.6683 |
Avg Daily Profit (%) | 0.7257 | 0.6764 | 0.0493 | 0.2145 | 0.2109 | 0.0779 |
Buy And Hold Return (%) | 490.2494 | 490.2494 | 490.2494 | 490.2494 | 490.2494 | 490.2494 |
Max Trade Drawdown | -77184 | -58479 | -101844 | -5753498 | -3539848 | -3458122 |
Profit Factor | 3.6191 | 6.7397 | 1.3096 | 1.3095 | 1.6738 | 1.0353 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 44.8718 | 43.5897 | 46.1538 | 44.8718 | 43.5897 | 46.1538 |
Ratio Avg Win / Avg Loss | 4.4463 | 8.722 | 1.5278 | 1.6088 | 2.1661 | 1.2079 |
Largest Winning Trade | 739689 | 739689 | 74894 | 4247193 | 4247193 | 1866635 |
Largest Losing Trade | -65797 | -20942 | -65797 | -1649055 | -1001134 | -1649055 |
Avg Bars in Trades | 273 | 255 | 291 | 273 | 255 | 291 |
Avg Bars in Winners | 405 | 373 | 435 | 405 | 373 | 435 |
Avg Bars in Losers | 166 | 164 | 167 | 166 | 164 | 167 |
Bars Traded | 21334 | 9969 | 11365 | 21334 | 9969 | 11365 |
Profit Streak | 25.956 | 106.706 | 25.956 | 25.956 | 106.706 | 25.956 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23831 | 560481 | -292538 | -30337 | 352330 | -437239 |
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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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