Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605237.9515 | 405027.6195 | 200210.332 | 8138203.6998 | 4256419.5725 | 3881784.1274 |
Total P&L (%) | 605.238 | 405.0276 | 200.2103 | 8138.2037 | 4256.4196 | 3881.7841 |
Avg Daily Profit (%) | 0.2905 | 0.1944 | 0.0961 | 0.212 | 0.1813 | 0.177 |
Buy And Hold Return (%) | 67.3495 | 67.3495 | 67.3495 | 67.3495 | 67.3495 | 67.3495 |
Max Trade Drawdown | -88381 | -90348 | -9914 | -1410192 | -1431930 | -116920 |
Profit Factor | 3.7517 | 3.0886 | 8.6921 | 3.5406 | 2.4205 | 19.7634 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Profitability (%) | 76.25 | 72.5 | 80 | 76.25 | 72.5 | 80 |
Ratio Avg Win / Avg Loss | 1.1686 | 1.1715 | 2.173 | 1.1028 | 0.9181 | 4.9409 |
Largest Winning Trade | 87543 | 87543 | 18698 | 2123953 | 2123953 | 748258 |
Largest Losing Trade | -47338 | -47338 | -9914 | -962204 | -962204 | -116920 |
Avg Bars in Trades | 298 | 564 | 32 | 298 | 564 | 32 |
Avg Bars in Winners | 141 | 264 | 28 | 141 | 264 | 28 |
Avg Bars in Losers | 802 | 1353 | 45 | 802 | 1353 | 45 |
Bars Traded | 23856 | 22567 | 1289 | 23856 | 22567 | 1289 |
Profit Streak | 148.3185 | 148.3185 | 991.4018 | 148.3185 | 148.3185 | 991.4018 |
Trades During Streak | 9 | 4 | 13 | 9 | 4 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3981 | 577186 | -53903 | -4807 | 505415 | 782826 |
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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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