Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1070354.3854 | 914712.0503 | 155642.335 | 5295609.5682 | 3183746.3663 | 2111863.2019 |
Total P&L (%) | 1070.3544 | 914.7121 | 155.6423 | 5295.6096 | 3183.7464 | 2111.8632 |
Avg Daily Profit (%) | 0.5138 | 0.4391 | 0.0747 | 0.1916 | 0.1677 | 0.1487 |
Buy And Hold Return (%) | 63.3174 | 63.3174 | 63.3174 | 63.3174 | 63.3174 | 63.3174 |
Max Trade Drawdown | -111772 | -98882 | -172399 | -14553513 | -11919272 | -3781333 |
Profit Factor | 2.0813 | 2.9333 | 1.3012 | 1.1362 | 1.1448 | 1.1249 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 82 | 35 | 47 | 82 | 35 | 47 |
Losing Trades | 125 | 68 | 57 | 125 | 68 | 57 |
Profitability (%) | 39.6135 | 33.9806 | 45.1923 | 39.6135 | 33.9806 | 45.1923 |
Ratio Avg Win / Avg Loss | 3.1727 | 5.699 | 1.578 | 1.732 | 2.2243 | 1.3642 |
Largest Winning Trade | 456284 | 456284 | 58918 | 9541597 | 9541597 | 3624996 |
Largest Losing Trade | -44397 | -23229 | -44397 | -2539140 | -2539140 | -2106813 |
Avg Bars in Trades | 119 | 114 | 123 | 119 | 114 | 123 |
Avg Bars in Winners | 203 | 208 | 199 | 203 | 208 | 199 |
Avg Bars in Losers | 63 | 66 | 61 | 63 | 66 | 61 |
Bars Traded | 24639 | 11775 | 12864 | 24639 | 11775 | 12864 |
Profit Streak | 15.9542 | 0 | 26.3709 | 15.9542 | 0 | 26.3709 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442775 | 330221 | -97433 | -64041 | -58836 | -78821 |
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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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