Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 824811.5943 | 693739.7905 | 131071.8039 | 15007815.4081 | 12260731.5671 | 2747083.841 |
Total P&L (%) | 824.8116 | 693.7398 | 131.0718 | 15007.8154 | 12260.7316 | 2747.0838 |
Avg Daily Profit (%) | 0.4547 | 0.3824 | 0.0722 | 0.277 | 0.2659 | 0.1848 |
Buy And Hold Return (%) | 683.3297 | 683.3297 | 683.3297 | 683.3297 | 683.3297 | 683.3297 |
Max Trade Drawdown | -86266 | -62316 | -85293 | -14196495 | -7432231 | -8304003 |
Profit Factor | 1.8971 | 2.621 | 1.2667 | 1.2606 | 1.4513 | 1.0903 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 122 | 64 | 58 | 122 | 64 | 58 |
Losing Trades | 109 | 52 | 57 | 109 | 52 | 57 |
Profitability (%) | 52.8139 | 55.1724 | 50.4348 | 52.8139 | 55.1724 | 50.4348 |
Ratio Avg Win / Avg Loss | 1.6949 | 2.1296 | 1.2448 | 1.1262 | 1.1792 | 1.0715 |
Largest Winning Trade | 151086 | 151086 | 75809 | 6073522 | 3269880 | 6073522 |
Largest Losing Trade | -28047 | -22284 | -28047 | -4787234 | -2510410 | -4787234 |
Avg Bars in Trades | 93 | 85 | 100 | 93 | 85 | 100 |
Avg Bars in Winners | 103 | 79 | 129 | 103 | 79 | 129 |
Avg Bars in Losers | 81 | 92 | 71 | 81 | 92 | 71 |
Bars Traded | 21514 | 9931 | 11583 | 21514 | 9931 | 11583 |
Profit Streak | 3.3629 | 11.7796 | 0 | 3.3629 | 11.7796 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86779 | -145391 | -262563 | 335003 | 383789 | -115709 |
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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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