Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 457056.0974 | 383285.4849 | 73770.6125 | 3733160.3869 | 2997541.9758 | 735618.4111 |
Total P&L (%) | 457.0561 | 383.2855 | 73.7706 | 3733.1604 | 2997.542 | 735.6184 |
Avg Daily Profit (%) | 0.5613 | 0.4707 | 0.0906 | 0.4488 | 0.4225 | 0.2611 |
Buy And Hold Return (%) | 433.3772 | 433.3772 | 433.3772 | 433.3772 | 433.3772 | 433.3772 |
Max Trade Drawdown | -75951 | -67336 | -38539 | -1269037 | -1235937 | -593994 |
Profit Factor | 3.1159 | 3.7791 | 1.9446 | 2.0966 | 2.27 | 1.7046 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 80 | 44 | 36 | 80 | 44 | 36 |
Losing Trades | 23 | 7 | 16 | 23 | 7 | 16 |
Profitability (%) | 77.6699 | 86.2745 | 69.2308 | 77.6699 | 86.2745 | 69.2308 |
Ratio Avg Win / Avg Loss | 0.8958 | 0.6012 | 0.8643 | 0.6028 | 0.3611 | 0.7576 |
Largest Winning Trade | 38601 | 38601 | 11113 | 470913 | 470913 | 200747 |
Largest Losing Trade | -58000 | -58000 | -34754 | -1235937 | -1235937 | -545265 |
Avg Bars in Trades | 82 | 141 | 24 | 82 | 141 | 24 |
Avg Bars in Winners | 53 | 86 | 14 | 53 | 86 | 14 |
Avg Bars in Losers | 179 | 483 | 46 | 179 | 483 | 46 |
Bars Traded | 8446 | 7192 | 1254 | 8446 | 7192 | 1254 |
Profit Streak | 45.1396 | 77.7229 | 45.1396 | 45.1396 | 77.7229 | 45.1396 |
Trades During Streak | 6 | 6 | 3 | 6 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -129183 | -325764 | -412734 | 614999 | -162615 | -175759 |
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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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