Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 695344.8232 | 604224.5277 | 91120.2955 | 5532249.7909 | 4210935.2293 | 1321314.5616 |
Total P&L (%) | 695.3448 | 604.2245 | 91.1203 | 5532.2498 | 4210.9352 | 1321.3146 |
Avg Daily Profit (%) | 0.3837 | 0.3334 | 0.0503 | 0.2227 | 0.2079 | 0.1466 |
Buy And Hold Return (%) | 507.9102 | 507.9102 | 507.9102 | 507.9102 | 507.9102 | 507.9102 |
Max Trade Drawdown | -192711 | -123322 | -144905 | -2360617 | -1415852 | -1321087 |
Profit Factor | 1.8613 | 2.6694 | 1.2046 | 1.4839 | 1.9054 | 1.1948 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 108 | 58 | 50 | 108 | 58 | 50 |
Losing Trades | 81 | 37 | 44 | 81 | 37 | 44 |
Profitability (%) | 57.1429 | 61.0526 | 53.1915 | 57.1429 | 61.0526 | 53.1915 |
Ratio Avg Win / Avg Loss | 1.3959 | 1.7029 | 1.06 | 1.1129 | 1.2155 | 1.0514 |
Largest Winning Trade | 92422 | 92422 | 69160 | 1134398 | 1095709 | 1134398 |
Largest Losing Trade | -37903 | -36959 | -37903 | -1190795 | -774269 | -1190795 |
Avg Bars in Trades | 37 | 32 | 43 | 37 | 32 | 43 |
Avg Bars in Winners | 39 | 32 | 48 | 39 | 32 | 48 |
Avg Bars in Losers | 35 | 32 | 37 | 35 | 32 | 37 |
Bars Traded | 7135 | 3072 | 4061 | 7135 | 3072 | 4061 |
Profit Streak | 14.3396 | 14.3396 | 14.5896 | 14.3396 | 14.3396 | 14.5896 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35948 | -90787 | -291342 | 447460 | 444124 | -5964 |
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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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