Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 863068.2336 | 750002.559 | 113065.6746 | 4860723.2711 | 2358662.9241 | 2502060.347 |
Total P&L (%) | 863.0682 | 750.0026 | 113.0657 | 4860.7233 | 2358.6629 | 2502.0603 |
Avg Daily Profit (%) | 0.3452 | 0.3 | 0.0452 | 0.1563 | 0.1282 | 0.1304 |
Buy And Hold Return (%) | 407.8384 | 407.8384 | 407.8384 | 407.8384 | 407.8384 | 407.8384 |
Max Trade Drawdown | -87863 | -80595 | -74070 | -5539270 | -4825668 | -4584198 |
Profit Factor | 3.0089 | 5.4175 | 1.4352 | 1.2853 | 1.2965 | 1.2755 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 48.4211 | 44.6809 | 52.0833 | 48.4211 | 44.6809 | 52.0833 |
Ratio Avg Win / Avg Loss | 3.2052 | 6.7074 | 1.3203 | 1.3691 | 1.6052 | 1.1735 |
Largest Winning Trade | 297771 | 297771 | 62512 | 3117615 | 3117615 | 2821027 |
Largest Losing Trade | -56688 | -19015 | -56688 | -4018931 | -1481957 | -4018931 |
Avg Bars in Trades | 47 | 49 | 46 | 47 | 49 | 46 |
Avg Bars in Winners | 63 | 55 | 70 | 63 | 55 | 70 |
Avg Bars in Losers | 32 | 44 | 20 | 32 | 44 | 20 |
Bars Traded | 4531 | 2305 | 2226 | 4531 | 2305 | 2226 |
Profit Streak | 0 | 101.1476 | 0 | 0 | 101.1476 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307847 | 273747 | -297014 | 262706 | -22560 | -18752 |
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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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