Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 724178.2073 | 614765.9356 | 109412.2716 | 6878379.9347 | 6549621.5287 | 328758.406 |
Total P&L (%) | 724.1782 | 614.7659 | 109.4123 | 6878.3799 | 6549.6215 | 328.7584 |
Avg Daily Profit (%) | 0.2898 | 0.246 | 0.0438 | 0.17 | 0.1681 | 0.0583 |
Buy And Hold Return (%) | 807.2525 | 807.2525 | 807.2525 | 807.2525 | 807.2525 | 807.2525 |
Max Trade Drawdown | -52399 | -37784 | -56520 | -642995 | -471015 | -446406 |
Profit Factor | 2.9787 | 4.5193 | 1.5719 | 3.2739 | 5.3147 | 1.2182 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 57.8431 | 56.8627 | 58.8235 | 57.8431 | 56.8627 | 58.8235 |
Ratio Avg Win / Avg Loss | 2.1709 | 3.4285 | 1.1004 | 2.3861 | 4.0319 | 0.8527 |
Largest Winning Trade | 291068 | 291068 | 39503 | 3608683 | 3608683 | 209862 |
Largest Losing Trade | -25129 | -25129 | -22073 | -355346 | -355346 | -263413 |
Avg Bars in Trades | 144 | 239 | 49 | 144 | 239 | 49 |
Avg Bars in Winners | 175 | 312 | 43 | 175 | 312 | 43 |
Avg Bars in Losers | 101 | 143 | 57 | 101 | 143 | 57 |
Bars Traded | 14717 | 12212 | 2505 | 14717 | 12212 | 2505 |
Profit Streak | 0 | 16.4868 | 0 | 0 | 16.4868 | 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 | -149995 | -328495 | -477377 | 551818 | -162800 | -461891 |
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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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