Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 868723.8403 | 784974.7212 | 83749.1191 | 1986463.0993 | 1556365.1729 | 430097.9264 |
Total P&L (%) | 868.7238 | 784.9747 | 83.7491 | 1986.4631 | 1556.3652 | 430.0979 |
Avg Daily Profit (%) | 0.4725 | 0.4269 | 0.0455 | 0.1654 | 0.1528 | 0.0907 |
Buy And Hold Return (%) | 181.2466 | 181.2466 | 181.2466 | 181.2466 | 181.2466 | 181.2466 |
Max Trade Drawdown | -77165 | -57393 | -46635 | -528168 | -378661 | -637240 |
Profit Factor | 3.3252 | 5.6925 | 1.4059 | 1.7914 | 2.5487 | 1.2857 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 31.3253 | 30.9524 | 31.7073 | 31.3253 | 30.9524 | 31.7073 |
Ratio Avg Win / Avg Loss | 7.2899 | 12.6987 | 3.0281 | 3.9272 | 5.6856 | 2.7693 |
Largest Winning Trade | 662192 | 662192 | 56276 | 633935 | 633935 | 582451 |
Largest Losing Trade | -25371 | -11963 | -25371 | -342990 | -95552 | -342990 |
Avg Bars in Trades | 84 | 81 | 87 | 84 | 81 | 87 |
Avg Bars in Winners | 211 | 202 | 220 | 211 | 202 | 220 |
Avg Bars in Losers | 26 | 26 | 25 | 26 | 26 | 25 |
Bars Traded | 6987 | 3410 | 3577 | 6987 | 3410 | 3577 |
Profit Streak | 97.8244 | 254.5744 | 0 | 97.8244 | 254.5744 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 260158 | 358513 | -303090 | 113726 | 219606 | -82180 |
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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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