Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 578431.5432 | 499023.3364 | 79408.2068 | 1313697.1002 | 1000962.1795 | 312734.9207 |
Total P&L (%) | 578.4315 | 499.0233 | 79.4082 | 1313.6971 | 1000.9622 | 312.7349 |
Avg Daily Profit (%) | 0.2703 | 0.2332 | 0.0371 | 0.1239 | 0.1122 | 0.0663 |
Buy And Hold Return (%) | 182.7929 | 182.7929 | 182.7929 | 182.7929 | 182.7929 | 182.7929 |
Max Trade Drawdown | -111673 | -138220 | -26014 | -892050 | -941298 | -168324 |
Profit Factor | 2.0498 | 2.1078 | 1.7899 | 1.5802 | 1.5299 | 1.8334 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Losing Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Profitability (%) | 53.5032 | 53.8462 | 53.1646 | 53.5032 | 53.8462 | 53.1646 |
Ratio Avg Win / Avg Loss | 1.7814 | 1.8067 | 1.5768 | 1.3733 | 1.3114 | 1.6151 |
Largest Winning Trade | 154555 | 154555 | 24668 | 427043 | 427043 | 126306 |
Largest Losing Trade | -57589 | -57589 | -9695 | -548935 | -548935 | -71839 |
Avg Bars in Trades | 80 | 151 | 9 | 80 | 151 | 9 |
Avg Bars in Winners | 93 | 171 | 14 | 93 | 171 | 14 |
Avg Bars in Losers | 65 | 128 | 3 | 65 | 128 | 3 |
Bars Traded | 12600 | 11829 | 771 | 12600 | 11829 | 771 |
Profit Streak | 74.8938 | 257.2271 | 74.8938 | 74.8938 | 257.2271 | 74.8938 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441672 | -24000 | -331014 | -22745 | -74927 | -135086 |
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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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