Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 991401.0896 | 864816.6489 | 126584.4406 | 13126041.1574 | 15035266.8245 | -1909225.6671 |
Total P&L (%) | 991.4011 | 864.8166 | 126.5844 | 13126.0412 | 15035.2668 | -1909.2257 |
Avg Daily Profit (%) | 0.3966 | 0.346 | 0.0506 | 0.1956 | 0.201 | 0 |
Buy And Hold Return (%) | 871.6742 | 871.6742 | 871.6742 | 871.6742 | 871.6742 | 871.6742 |
Max Trade Drawdown | -95000 | -65770 | -62337 | -7510576 | -5096879 | -4921786 |
Profit Factor | 2.3036 | 2.9085 | 1.4118 | 1.4212 | 1.8052 | 0.8471 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Profitability (%) | 44.6429 | 44.0476 | 45.2381 | 44.6429 | 44.0476 | 45.2381 |
Ratio Avg Win / Avg Loss | 2.8565 | 3.6946 | 1.7091 | 1.7623 | 2.2931 | 1.0255 |
Largest Winning Trade | 314824 | 314824 | 59521 | 10281418 | 10281418 | 1922062 |
Largest Losing Trade | -35689 | -35689 | -26586 | -3350249 | -3350249 | -1762455 |
Avg Bars in Trades | 87 | 92 | 82 | 87 | 92 | 82 |
Avg Bars in Winners | 121 | 124 | 117 | 121 | 124 | 117 |
Avg Bars in Losers | 60 | 67 | 53 | 60 | 67 | 53 |
Bars Traded | 14728 | 7797 | 6931 | 14728 | 7797 | 6931 |
Profit Streak | 34.8616 | 34.8616 | 43.195 | 34.8616 | 34.8616 | 43.195 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109152 | -153040 | -290808 | 350105 | 337281 | -580739 |
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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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