Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 978029.7174 | 833607.7863 | 144421.9312 | 13501272.4093 | 14890879.9051 | -1389607.4958 |
Total P&L (%) | 978.0297 | 833.6078 | 144.4219 | 13501.2724 | 14890.8799 | -1389.6075 |
Avg Daily Profit (%) | 0.3913 | 0.3335 | 0.0578 | 0.1968 | 0.2007 | 0 |
Buy And Hold Return (%) | 602.4388 | 602.4388 | 602.4388 | 602.4388 | 602.4388 | 602.4388 |
Max Trade Drawdown | -83849 | -48413 | -71303 | -4453450 | -1461955 | -6201874 |
Profit Factor | 3.1664 | 5.2646 | 1.5642 | 1.9258 | 4.1585 | 0.8592 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 52.1277 | 48.9362 | 55.3191 | 52.1277 | 48.9362 | 55.3191 |
Ratio Avg Win / Avg Loss | 2.9079 | 5.4935 | 1.2634 | 1.7686 | 4.3393 | 0.694 |
Largest Winning Trade | 383814 | 383814 | 49803 | 8399537 | 8399537 | 2107803 |
Largest Losing Trade | -71303 | -21949 | -71303 | -4239403 | -1212712 | -4239403 |
Avg Bars in Trades | 155 | 159 | 152 | 155 | 159 | 152 |
Avg Bars in Winners | 209 | 200 | 216 | 209 | 200 | 216 |
Avg Bars in Losers | 97 | 120 | 72 | 97 | 120 | 72 |
Bars Traded | 14656 | 7499 | 7157 | 14656 | 7499 | 7157 |
Profit Streak | 160.9207 | 167.4207 | 160.9207 | 160.9207 | 167.4207 | 160.9207 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 296410 | -28594 | -278104 | 488726 | 570808 | -579041 |
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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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