Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1279777.9826 | 1150951.4125 | 128826.5702 | 818765.3935 | 687478.7509 | 131286.6426 |
Total P&L (%) | 1279.778 | 1150.9514 | 128.8266 | 818.7654 | 687.4788 | 131.2866 |
Avg Daily Profit (%) | 0.538 | 0.4839 | 0.0542 | 0.0933 | 0.0868 | 0.0353 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126877 | -96849 | -86244 | -4432772 | -3261877 | -2017370 |
Profit Factor | 2.4563 | 3.5399 | 1.3027 | 1.0624 | 1.0977 | 1.0216 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 51 | 20 | 31 | 51 | 20 | 31 |
Losing Trades | 72 | 42 | 30 | 72 | 42 | 30 |
Profitability (%) | 41.4634 | 32.2581 | 50.8197 | 41.4634 | 32.2581 | 50.8197 |
Ratio Avg Win / Avg Loss | 3.4677 | 7.4338 | 1.2606 | 1.4999 | 2.3052 | 0.9886 |
Largest Winning Trade | 737074 | 737074 | 69181 | 2994944 | 2994944 | 1113911 |
Largest Losing Trade | -49626 | -43222 | -49626 | -1600375 | -1061428 | -1600375 |
Avg Bars in Trades | 56 | 46 | 67 | 56 | 46 | 67 |
Avg Bars in Winners | 101 | 96 | 104 | 101 | 96 | 104 |
Avg Bars in Losers | 24 | 21 | 28 | 24 | 21 | 28 |
Bars Traded | 6954 | 2859 | 4095 | 6954 | 2859 | 4095 |
Profit Streak | 0 | 0 | 14.7504 | 0 | 0 | 14.7504 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454109 | -144169 | -281479 | -222875 | -349947 | -505235 |
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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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