Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428245.5469 | 364382.932 | 63862.6149 | 2538839.5561 | 1777909.4822 | 760930.0739 |
Total P&L (%) | 428.2455 | 364.3829 | 63.8626 | 2538.8396 | 1777.9095 | 760.9301 |
Avg Daily Profit (%) | 0.5201 | 0.4426 | 0.0776 | 0.3983 | 0.3568 | 0.2618 |
Buy And Hold Return (%) | 471.3634 | 471.3634 | 471.3634 | 471.3634 | 471.3634 | 471.3634 |
Max Trade Drawdown | -95569 | -75251 | -26707 | -1142409 | -1142409 | -310619 |
Profit Factor | 2.2231 | 2.5831 | 1.5324 | 1.6032 | 1.5522 | 1.7691 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 151 | 80 | 71 | 151 | 80 | 71 |
Losing Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Profitability (%) | 79.0576 | 84.2105 | 73.9583 | 79.0576 | 84.2105 | 73.9583 |
Ratio Avg Win / Avg Loss | 0.5889 | 0.4843 | 0.5396 | 0.4247 | 0.291 | 0.6229 |
Largest Winning Trade | 27705 | 27705 | 12741 | 291889 | 291889 | 124602 |
Largest Losing Trade | -63586 | -63586 | -16509 | -1142409 | -1142409 | -310619 |
Avg Bars in Trades | 48 | 87 | 9 | 48 | 87 | 9 |
Avg Bars in Winners | 25 | 42 | 5 | 25 | 42 | 5 |
Avg Bars in Losers | 134 | 324 | 19 | 134 | 324 | 19 |
Bars Traded | 9186 | 8282 | 904 | 9186 | 8282 | 904 |
Profit Streak | 1.2095 | 1.2095 | 20.1261 | 1.2095 | 1.2095 | 20.1261 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151219 | -152419 | -250898 | 419823 | 303398 | 147943 |
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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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