Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1376628.1353 | 1318238.6156 | 58389.5197 | 3032175.9378 | 5836434.2032 | -2804258.2655 |
Total P&L (%) | 1376.6281 | 1318.2386 | 58.3895 | 3032.1759 | 5836.4342 | -2804.2583 |
Avg Daily Profit (%) | 0.6254 | 0.5988 | 0.0265 | 0.1566 | 0.1857 | 0 |
Buy And Hold Return (%) | 525.8993 | 525.8993 | 525.8993 | 525.8993 | 525.8993 | 525.8993 |
Max Trade Drawdown | -110147 | -101287 | -129169 | -6588438 | -6151340 | -8268180 |
Profit Factor | 2.8467 | 4.4984 | 1.1584 | 1.0973 | 1.3773 | 0.8214 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 115 | 59 | 56 | 115 | 59 | 56 |
Losing Trades | 150 | 73 | 77 | 150 | 73 | 77 |
Profitability (%) | 43.2331 | 44.3609 | 42.1053 | 43.2331 | 44.3609 | 42.1053 |
Ratio Avg Win / Avg Loss | 3.713 | 5.5658 | 1.5928 | 1.4312 | 1.7041 | 1.1294 |
Largest Winning Trade | 730997 | 730997 | 66967 | 6398588 | 6398588 | 3165930 |
Largest Losing Trade | -50732 | -34318 | -50732 | -2807675 | -1268119 | -2807675 |
Avg Bars in Trades | 48 | 42 | 54 | 48 | 42 | 54 |
Avg Bars in Winners | 75 | 62 | 88 | 75 | 62 | 88 |
Avg Bars in Losers | 28 | 27 | 29 | 28 | 27 | 29 |
Bars Traded | 12894 | 5687 | 7207 | 12894 | 5687 | 7207 |
Profit Streak | 16.5672 | 16.5672 | 17.5672 | 16.5672 | 16.5672 | 17.5672 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500303 | 486121 | -370205 | -106438 | 279423 | -580906 |
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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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