Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1373101.6862 | 1283621.0698 | 89480.6164 | 4336625.8906 | 225842.1075 | 4110783.7831 |
Total P&L (%) | 1373.1017 | 1283.6211 | 89.4806 | 4336.6259 | 225.8421 | 4110.7838 |
Avg Daily Profit (%) | 0.7523 | 0.7033 | 0.049 | 0.208 | 0.0647 | 0.2051 |
Buy And Hold Return (%) | 696.909 | 696.909 | 696.909 | 696.909 | 696.909 | 696.909 |
Max Trade Drawdown | -124115 | -130546 | -48089 | -9216201 | -7442585 | -3170575 |
Profit Factor | 2.8761 | 3.4958 | 1.4112 | 1.1478 | 1.0102 | 1.5778 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 98 | 46 | 52 | 98 | 46 | 52 |
Losing Trades | 87 | 46 | 41 | 87 | 46 | 41 |
Profitability (%) | 52.973 | 50 | 55.914 | 52.973 | 50 | 55.914 |
Ratio Avg Win / Avg Loss | 2.5532 | 3.4958 | 1.1127 | 1.0189 | 1.0102 | 1.2441 |
Largest Winning Trade | 652879 | 652879 | 33278 | 3904845 | 3904845 | 2122816 |
Largest Losing Trade | -43607 | -43607 | -16107 | -2970280 | -2970280 | -748101 |
Avg Bars in Trades | 112 | 200 | 25 | 112 | 200 | 25 |
Avg Bars in Winners | 128 | 243 | 26 | 128 | 243 | 26 |
Avg Bars in Losers | 94 | 157 | 24 | 94 | 157 | 24 |
Bars Traded | 20831 | 18477 | 2354 | 20831 | 18477 | 2354 |
Profit Streak | 83.5427 | 86.2927 | 83.5427 | 83.5427 | 86.2927 | 83.5427 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 501364 | 422478 | -290752 | -47628 | -480963 | 389856 |
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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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