Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 869469.0239 | 794749.2567 | 74719.7672 | 4619639.7482 | 3847112.8526 | 772526.8955 |
Total P&L (%) | 869.469 | 794.7493 | 74.7198 | 4619.6397 | 3847.1129 | 772.5269 |
Avg Daily Profit (%) | 0.4175 | 0.3816 | 0.0359 | 0.1852 | 0.1766 | 0.1041 |
Buy And Hold Return (%) | 1183.8526 | 1183.8526 | 1183.8526 | 1183.8526 | 1183.8526 | 1183.8526 |
Max Trade Drawdown | -136586 | -110888 | -32403 | -1635166 | -1200604 | -664187 |
Profit Factor | 3.3342 | 3.5658 | 2.1908 | 2.141 | 2.2144 | 1.8772 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 49.4737 | 46.8085 | 52.0833 | 49.4737 | 46.8085 | 52.0833 |
Ratio Avg Win / Avg Loss | 3.4051 | 4.0521 | 2.0155 | 2.1866 | 2.5163 | 1.727 |
Largest Winning Trade | 355063 | 355063 | 23309 | 2044038 | 2044038 | 347840 |
Largest Losing Trade | -55852 | -55852 | -17800 | -680798 | -680798 | -353345 |
Avg Bars in Trades | 250 | 487 | 18 | 250 | 487 | 18 |
Avg Bars in Winners | 225 | 458 | 19 | 225 | 458 | 19 |
Avg Bars in Losers | 275 | 513 | 17 | 275 | 513 | 17 |
Bars Traded | 23826 | 22930 | 896 | 23826 | 22930 | 896 |
Profit Streak | 112.9596 | 113.1262 | 112.9596 | 112.9596 | 113.1262 | 112.9596 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148499 | -150041 | -305380 | 384529 | 308370 | -214649 |
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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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