Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1355562.5099 | 1298843.2664 | 56719.2435 | 3747709.7271 | 3220501.7298 | 527207.9973 |
Total P&L (%) | 1355.5625 | 1298.8433 | 56.7192 | 3747.7097 | 3220.5017 | 527.208 |
Avg Daily Profit (%) | 0.7439 | 0.7127 | 0.0311 | 0.2005 | 0.1924 | 0.1008 |
Buy And Hold Return (%) | 694.1889 | 694.1889 | 694.1889 | 694.1889 | 694.1889 | 694.1889 |
Max Trade Drawdown | -127303 | -84994 | -78483 | -1734153 | -1735290 | -1418084 |
Profit Factor | 3.4364 | 6.1611 | 1.1861 | 1.4253 | 1.7888 | 1.1115 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 40.404 | 38.7755 | 42 | 40.404 | 38.7755 | 42 |
Ratio Avg Win / Avg Loss | 5.0688 | 9.728 | 1.638 | 2.1023 | 2.8244 | 1.5349 |
Largest Winning Trade | 690259 | 690259 | 77314 | 1538194 | 1538194 | 1508785 |
Largest Losing Trade | -30324 | -25895 | -30324 | -943856 | -924610 | -943856 |
Avg Bars in Trades | 107 | 97 | 117 | 107 | 97 | 117 |
Avg Bars in Winners | 188 | 155 | 219 | 188 | 155 | 219 |
Avg Bars in Losers | 53 | 61 | 44 | 53 | 61 | 44 |
Bars Traded | 10681 | 4791 | 5890 | 10681 | 4791 | 5890 |
Profit Streak | 0 | 111.4531 | 0 | 0 | 111.4531 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309107 | 355995 | -514909 | 196812 | 230418 | -503717 |
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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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