Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 941895.5656 | 832647.2064 | 109248.3591 | 3430811.1423 | 2519893.6129 | 910917.5294 |
Total P&L (%) | 941.8956 | 832.6472 | 109.2484 | 3430.8111 | 2519.8936 | 910.9175 |
Avg Daily Profit (%) | 0.5021 | 0.4438 | 0.0582 | 0.1902 | 0.1742 | 0.1234 |
Buy And Hold Return (%) | 195.294 | 195.294 | 195.294 | 195.294 | 195.294 | 195.294 |
Max Trade Drawdown | -174564 | -171483 | -24778 | -12555019 | -10625078 | -2605647 |
Profit Factor | 2.5694 | 2.8792 | 1.6955 | 1.1155 | 1.1153 | 1.1161 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 113 | 55 | 58 | 113 | 55 | 58 |
Losing Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Profitability (%) | 61.0811 | 59.7826 | 62.3656 | 61.0811 | 59.7826 | 62.3656 |
Ratio Avg Win / Avg Loss | 1.6371 | 1.9369 | 1.0231 | 0.7108 | 0.7503 | 0.6735 |
Largest Winning Trade | 318103 | 318103 | 13241 | 8114954 | 8114954 | 1540920 |
Largest Losing Trade | -57109 | -57109 | -14184 | -4486035 | -4486035 | -1961780 |
Avg Bars in Trades | 19 | 36 | 3 | 19 | 36 | 3 |
Avg Bars in Winners | 18 | 33 | 3 | 18 | 33 | 3 |
Avg Bars in Losers | 22 | 40 | 2 | 22 | 40 | 2 |
Bars Traded | 3641 | 3355 | 286 | 3641 | 3355 | 286 |
Profit Streak | 76.0073 | 94.0073 | 76.0073 | 76.0073 | 94.0073 | 76.0073 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 636325 | 575676 | -276703 | -83524 | -85168 | -121873 |
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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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