Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 881889.3395 | 778370.4548 | 103518.8847 | 1856864.4374 | 78042.9959 | 1778821.4415 |
Total P&L (%) | 881.8893 | 778.3705 | 103.5189 | 1856.8644 | 78.043 | 1778.8214 |
Avg Daily Profit (%) | 0.4656 | 0.411 | 0.0547 | 0.1571 | 0.0305 | 0.155 |
Buy And Hold Return (%) | 231.664 | 231.664 | 231.664 | 231.664 | 231.664 | 231.664 |
Max Trade Drawdown | -115353 | -101354 | -70240 | -4279429 | -3470128 | -2134056 |
Profit Factor | 2.1217 | 2.9179 | 1.2722 | 1.0977 | 1.0074 | 1.2113 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 94 | 43 | 51 | 94 | 43 | 51 |
Losing Trades | 101 | 54 | 47 | 101 | 54 | 47 |
Profitability (%) | 48.2051 | 44.3299 | 52.0408 | 48.2051 | 44.3299 | 52.0408 |
Ratio Avg Win / Avg Loss | 2.2797 | 3.6644 | 1.1724 | 1.1794 | 1.2651 | 1.1163 |
Largest Winning Trade | 482295 | 482295 | 30667 | 1391489 | 1391489 | 873381 |
Largest Losing Trade | -62794 | -46745 | -62794 | -1763841 | -1572217 | -1763841 |
Avg Bars in Trades | 28 | 30 | 26 | 28 | 30 | 26 |
Avg Bars in Winners | 34 | 33 | 35 | 34 | 33 | 35 |
Avg Bars in Losers | 22 | 27 | 17 | 22 | 27 | 17 |
Bars Traded | 5511 | 2913 | 2598 | 5511 | 2913 | 2598 |
Profit Streak | 24.265 | 24.265 | 29.265 | 24.265 | 24.265 | 29.265 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504525 | 383946 | -284540 | -103366 | -532351 | 304202 |
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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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