Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 959987.9951 | 849469.9454 | 110518.0496 | 9793448.3928 | 8624319.3748 | 1169129.018 |
Total P&L (%) | 959.988 | 849.4699 | 110.5181 | 9793.4484 | 8624.3194 | 1169.129 |
Avg Daily Profit (%) | 0.384 | 0.3398 | 0.0442 | 0.1839 | 0.1789 | 0.1017 |
Buy And Hold Return (%) | 723.8072 | 723.8072 | 723.8072 | 723.8072 | 723.8072 | 723.8072 |
Max Trade Drawdown | -155304 | -117426 | -52920 | -2796514 | -2520865 | -1259244 |
Profit Factor | 2.5857 | 3.3803 | 1.4447 | 1.8696 | 2.1396 | 1.3165 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Losing Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Profitability (%) | 54.2636 | 56.25 | 52.3077 | 54.2636 | 56.25 | 52.3077 |
Ratio Avg Win / Avg Loss | 2.1794 | 2.6291 | 1.3172 | 1.5758 | 1.6641 | 1.2004 |
Largest Winning Trade | 343758 | 343758 | 61907 | 4849399 | 4849399 | 728920 |
Largest Losing Trade | -44683 | -44683 | -25734 | -2044212 | -2044212 | -822252 |
Avg Bars in Trades | 75 | 93 | 57 | 75 | 93 | 57 |
Avg Bars in Winners | 94 | 112 | 76 | 94 | 112 | 76 |
Avg Bars in Losers | 51 | 68 | 36 | 51 | 68 | 36 |
Bars Traded | 9702 | 5982 | 3720 | 9702 | 5982 | 3720 |
Profit Streak | 125.0919 | 125.0919 | 126.0919 | 125.0919 | 125.0919 | 126.0919 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47474 | -233872 | -429095 | 493028 | -125876 | -196496 |
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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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