Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1404242.8308 | 1192346.2104 | 211896.6204 | 5046126.7497 | 878389.2844 | 4167737.4653 |
Total P&L (%) | 1404.2428 | 1192.3462 | 211.8966 | 5046.1268 | 878.3893 | 4167.7375 |
Avg Daily Profit (%) | 0.5895 | 0.5006 | 0.089 | 0.1656 | 0.0958 | 0.1577 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83487 | -91651 | -61490 | -5853863 | -4723881 | -3062636 |
Profit Factor | 3.0252 | 3.9874 | 1.7201 | 1.2173 | 1.0631 | 1.4485 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 52.3364 | 48.1481 | 56.6038 | 52.3364 | 48.1481 | 56.6038 |
Ratio Avg Win / Avg Loss | 2.7551 | 4.2941 | 1.3188 | 1.1086 | 1.1448 | 1.1105 |
Largest Winning Trade | 761736 | 761736 | 61034 | 2946347 | 2855507 | 2946347 |
Largest Losing Trade | -42113 | -42113 | -33649 | -2152271 | -2152271 | -1888642 |
Avg Bars in Trades | 43 | 45 | 41 | 43 | 45 | 41 |
Avg Bars in Winners | 60 | 60 | 59 | 60 | 60 | 59 |
Avg Bars in Losers | 24 | 30 | 17 | 24 | 30 | 17 |
Bars Traded | 4639 | 2435 | 2204 | 4639 | 2435 | 2204 |
Profit Streak | 12.4708 | 12.4708 | 18.9708 | 12.4708 | 12.4708 | 18.9708 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 677400 | -162500 | -250687 | 323741 | -395994 | -169971 |
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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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