Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 523910.7572 | 337109.3245 | 186801.4327 | 4360281.561 | 1561191.9195 | 2799089.6415 |
Total P&L (%) | 523.9108 | 337.1093 | 186.8014 | 4360.2816 | 1561.1919 | 2799.0896 |
Avg Daily Profit (%) | 0.503 | 0.3236 | 0.1793 | 0.3653 | 0.2701 | 0.3238 |
Buy And Hold Return (%) | 16.8544 | 16.8544 | 16.8544 | 16.8544 | 16.8544 | 16.8544 |
Max Trade Drawdown | -76342 | -81433 | -56991 | -2375085 | -2494472 | -803692 |
Profit Factor | 1.6736 | 1.8178 | 1.5111 | 1.4814 | 1.2725 | 1.8407 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 178 | 84 | 94 | 178 | 84 | 94 |
Losing Trades | 114 | 62 | 52 | 114 | 62 | 52 |
Profitability (%) | 60.9589 | 57.5342 | 64.3836 | 60.9589 | 57.5342 | 64.3836 |
Ratio Avg Win / Avg Loss | 1.0719 | 1.3417 | 0.8359 | 0.9487 | 0.9392 | 1.0183 |
Largest Winning Trade | 55829 | 55829 | 17710 | 718088 | 718088 | 475556 |
Largest Losing Trade | -38007 | -38007 | -18458 | -1538510 | -1538510 | -318149 |
Avg Bars in Trades | 84 | 128 | 39 | 84 | 128 | 39 |
Avg Bars in Winners | 71 | 105 | 39 | 71 | 105 | 39 |
Avg Bars in Losers | 104 | 159 | 38 | 104 | 159 | 38 |
Bars Traded | 24554 | 18789 | 5765 | 24554 | 18789 | 5765 |
Profit Streak | 24.8977 | 24.981 | 24.8977 | 24.8977 | 24.981 | 24.8977 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 618421 | 478399 | 355451 | 484835 | 329762 | 511178 |
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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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