Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 843339.6444 | 738998.3388 | 104341.3055 | 2001089.5096 | 1801845.1277 | 199244.3819 |
Total P&L (%) | 843.3396 | 738.9983 | 104.3413 | 2001.0895 | 1801.8451 | 199.2444 |
Avg Daily Profit (%) | 0.3362 | 0.2946 | 0.0416 | 0.1215 | 0.1175 | 0.0437 |
Buy And Hold Return (%) | 257.0606 | 257.0606 | 257.0606 | 257.0606 | 257.0606 | 257.0606 |
Max Trade Drawdown | -129076 | -61217 | -156693 | -505858 | -177054 | -640510 |
Profit Factor | 3.0717 | 5.7409 | 1.4154 | 2.4525 | 4.8021 | 1.2205 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 57.6271 | 51.7241 | 63.3333 | 57.6271 | 51.7241 | 63.3333 |
Ratio Avg Win / Avg Loss | 2.2586 | 5.3582 | 0.8194 | 1.8033 | 4.4819 | 0.7066 |
Largest Winning Trade | 483399 | 483399 | 38511 | 821357 | 821357 | 326825 |
Largest Losing Trade | -71963 | -35892 | -71963 | -414978 | -177054 | -414978 |
Avg Bars in Trades | 120 | 130 | 109 | 120 | 130 | 109 |
Avg Bars in Winners | 119 | 110 | 126 | 119 | 110 | 126 |
Avg Bars in Losers | 121 | 153 | 81 | 121 | 153 | 81 |
Bars Traded | 7088 | 3793 | 3295 | 7088 | 3793 | 3295 |
Profit Streak | 140.8385 | 140.8385 | 334.1718 | 140.8385 | 140.8385 | 334.1718 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164951 | 529265 | -300972 | -202914 | -27341 | -299350 |
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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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