Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 546131.5699 | 456811.8306 | 89319.7393 | 4770318.6751 | 2152934.5398 | 2617384.1353 |
Total P&L (%) | 546.1316 | 456.8118 | 89.3197 | 4770.3187 | 2152.9345 | 2617.3841 |
Avg Daily Profit (%) | 0.5243 | 0.4385 | 0.0857 | 0.3737 | 0.2995 | 0.3175 |
Buy And Hold Return (%) | 666.1783 | 666.1783 | 666.1783 | 666.1783 | 666.1783 | 666.1783 |
Max Trade Drawdown | -103482 | -109167 | -61125 | -6650169 | -7010213 | -1121040 |
Profit Factor | 2.0688 | 2.482 | 1.4405 | 1.254 | 1.1539 | 1.5466 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 108 | 53 | 55 | 108 | 53 | 55 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 63.1579 | 62.3529 | 63.9535 | 63.1579 | 62.3529 | 63.9535 |
Ratio Avg Win / Avg Loss | 1.2068 | 1.4985 | 0.8119 | 0.7315 | 0.6967 | 0.8717 |
Largest Winning Trade | 70751 | 70751 | 18725 | 1415638 | 1415638 | 639365 |
Largest Losing Trade | -34122 | -34122 | -28005 | -3158054 | -3158054 | -501903 |
Avg Bars in Trades | 142 | 241 | 44 | 142 | 241 | 44 |
Avg Bars in Winners | 119 | 199 | 42 | 119 | 199 | 42 |
Avg Bars in Losers | 181 | 311 | 47 | 181 | 311 | 47 |
Bars Traded | 24385 | 20553 | 3833 | 24385 | 20553 | 3833 |
Profit Streak | 34.6044 | 35.1044 | 34.6044 | 34.6044 | 35.1044 | 34.6044 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148552 | -150403 | -242674 | 405105 | -44828 | 323470 |
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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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