Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538501.9572 | 330248.7027 | 208253.2545 | 4000569.4363 | 1664958.8438 | 2335610.5925 |
Total P&L (%) | 538.502 | 330.2487 | 208.2533 | 4000.5694 | 1664.9588 | 2335.6106 |
Avg Daily Profit (%) | 0.4309 | 0.2643 | 0.1666 | 0.2976 | 0.23 | 0.2558 |
Buy And Hold Return (%) | 120.1538 | 120.1538 | 120.1538 | 120.1538 | 120.1538 | 120.1538 |
Max Trade Drawdown | -78821 | -40137 | -68702 | -3561595 | -2338053 | -2261867 |
Profit Factor | 2.4142 | 3.2245 | 1.8964 | 1.4467 | 1.4245 | 1.464 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 73.7374 | 72 | 75.5102 | 73.7374 | 72 | 75.5102 |
Ratio Avg Win / Avg Loss | 0.8598 | 1.254 | 0.615 | 0.5153 | 0.554 | 0.4748 |
Largest Winning Trade | 38062 | 38062 | 29251 | 1203583 | 1085970 | 1203583 |
Largest Losing Trade | -68702 | -35706 | -68702 | -2118712 | -2118712 | -1636691 |
Avg Bars in Trades | 35 | 47 | 23 | 35 | 47 | 23 |
Avg Bars in Winners | 26 | 31 | 21 | 26 | 31 | 21 |
Avg Bars in Losers | 61 | 87 | 30 | 61 | 87 | 30 |
Bars Traded | 3493 | 2350 | 1143 | 3493 | 2350 | 1143 |
Profit Streak | 56.2279 | 63.2279 | 56.2279 | 56.2279 | 63.2279 | 56.2279 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 546527 | -165927 | 149520 | 479807 | -168343 | 453477 |
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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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