Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 654569.2793 | 498917.4586 | 155651.8207 | 6245719.1181 | 3771990.6215 | 2473728.4967 |
Total P&L (%) | 654.5693 | 498.9175 | 155.6518 | 6245.7191 | 3771.9906 | 2473.7285 |
Avg Daily Profit (%) | 0.3311 | 0.2524 | 0.0787 | 0.2102 | 0.1851 | 0.1644 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70122 | -44746 | -55716 | -4887075 | -3121465 | -2113755 |
Profit Factor | 2.4625 | 3.2267 | 1.6964 | 1.3695 | 1.4207 | 1.3118 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Losing Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Profitability (%) | 59.7122 | 62.8571 | 56.5217 | 59.7122 | 62.8571 | 56.5217 |
Ratio Avg Win / Avg Loss | 1.6614 | 1.9067 | 1.3049 | 0.924 | 0.8395 | 1.009 |
Largest Winning Trade | 142927 | 142927 | 88077 | 3808302 | 2359144 | 3808302 |
Largest Losing Trade | -27489 | -27125 | -27489 | -2359044 | -2359044 | -2113755 |
Avg Bars in Trades | 40 | 36 | 44 | 40 | 36 | 44 |
Avg Bars in Winners | 52 | 47 | 58 | 52 | 47 | 58 |
Avg Bars in Losers | 21 | 17 | 25 | 21 | 17 | 25 |
Bars Traded | 5606 | 2544 | 3062 | 5606 | 2544 | 3062 |
Profit Streak | 0 | 0 | 542.5347 | 0 | 0 | 542.5347 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 557205 | -78277 | -185979 | 309371 | -85448 | -92361 |
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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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