Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1090332.2767 | 997527.1055 | 92805.1712 | 1230051.9934 | -364.1878 | 1230416.1812 |
Total P&L (%) | 1090.3323 | 997.5271 | 92.8052 | 1230.052 | -0.3642 | 1230.4162 |
Avg Daily Profit (%) | 0.59 | 0.5398 | 0.0502 | 0.1401 | -0.0002 | 0.1401 |
Buy And Hold Return (%) | 41.4141 | 41.4141 | 41.4141 | 41.4141 | 41.4141 | 41.4141 |
Max Trade Drawdown | -83994 | -106533 | -79481 | -1339800 | -1517377 | -610579 |
Profit Factor | 2.7802 | 4.3637 | 1.2938 | 1.1853 | 0.9999 | 1.3967 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 50.3876 | 46.1538 | 54.6875 | 50.3876 | 46.1538 | 54.6875 |
Ratio Avg Win / Avg Loss | 2.7374 | 5.0909 | 1.072 | 1.167 | 1.1665 | 1.1573 |
Largest Winning Trade | 899195 | 899195 | 57319 | 661886 | 661886 | 634752 |
Largest Losing Trade | -31813 | -25811 | -31813 | -562001 | -459722 | -562001 |
Avg Bars in Trades | 27 | 22 | 33 | 27 | 22 | 33 |
Avg Bars in Winners | 37 | 28 | 45 | 37 | 28 | 45 |
Avg Bars in Losers | 17 | 16 | 18 | 17 | 16 | 18 |
Bars Traded | 3582 | 1430 | 2152 | 3582 | 1430 | 2152 |
Profit Streak | 20.3506 | 20.3506 | 45.3506 | 20.3506 | 20.3506 | 45.3506 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 679039 | -113844 | -268164 | -20091 | -711226 | -141933 |
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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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