Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1412307.941 | 1390179.5912 | 22128.3498 | 1014626.5063 | 2325225.8249 | -1310599.3186 |
Total P&L (%) | 1412.3079 | 1390.1796 | 22.1284 | 1014.6265 | 2325.2258 | -1310.5993 |
Avg Daily Profit (%) | 0.7751 | 0.7629 | 0.0121 | 0.1324 | 0.1751 | 0 |
Buy And Hold Return (%) | 767.6307 | 767.6307 | 767.6307 | 767.6307 | 767.6307 | 767.6307 |
Max Trade Drawdown | -179761 | -95212 | -111346 | -6096607 | -3385614 | -3116160 |
Profit Factor | 3.0478 | 4.9704 | 1.0652 | 1.0697 | 1.3117 | 0.8155 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 51.0638 | 44.6809 | 57.4468 | 51.0638 | 44.6809 | 57.4468 |
Ratio Avg Win / Avg Loss | 2.9208 | 6.1539 | 0.789 | 1.0251 | 1.624 | 0.6041 |
Largest Winning Trade | 954701 | 954701 | 59681 | 4339878 | 4339878 | 986481 |
Largest Losing Trade | -55839 | -41578 | -55839 | -1931929 | -1931929 | -1846020 |
Avg Bars in Trades | 112 | 117 | 106 | 112 | 117 | 106 |
Avg Bars in Winners | 134 | 149 | 122 | 134 | 149 | 122 |
Avg Bars in Losers | 89 | 92 | 85 | 89 | 92 | 85 |
Bars Traded | 10543 | 5530 | 5013 | 10543 | 5530 | 5013 |
Profit Streak | 66.5375 | 159.2041 | 66.5375 | 66.5375 | 159.2041 | 66.5375 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438401 | 426201 | -491292 | -224058 | 193384 | -579172 |
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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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