Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 842036.3503 | 741350.1726 | 100686.1776 | 6613336.1026 | 6661825.7221 | -48489.6195 |
Total P&L (%) | 842.0364 | 741.3502 | 100.6862 | 6613.3361 | 6661.8257 | -48.4896 |
Avg Daily Profit (%) | 0.3368 | 0.2965 | 0.0403 | 0.1684 | 0.1687 | -0.0265 |
Buy And Hold Return (%) | 709.3516 | 709.3516 | 709.3516 | 709.3516 | 709.3516 | 709.3516 |
Max Trade Drawdown | -98063 | -80411 | -60662 | -1907647 | -1603320 | -2565095 |
Profit Factor | 2.3981 | 3.2129 | 1.3767 | 1.7086 | 2.432 | 0.9896 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 49.5575 | 48.2143 | 50.8772 | 49.5575 | 48.2143 | 50.8772 |
Ratio Avg Win / Avg Loss | 2.4409 | 3.4509 | 1.3293 | 1.7391 | 2.6122 | 0.9555 |
Largest Winning Trade | 194683 | 194683 | 52513 | 3174538 | 3174538 | 1022597 |
Largest Losing Trade | -57653 | -57653 | -33320 | -1133694 | -1007929 | -1133694 |
Avg Bars in Trades | 85 | 105 | 66 | 85 | 105 | 66 |
Avg Bars in Winners | 92 | 92 | 92 | 92 | 92 | 92 |
Avg Bars in Losers | 79 | 118 | 38 | 79 | 118 | 38 |
Bars Traded | 9691 | 5926 | 3765 | 9691 | 5926 | 3765 |
Profit Streak | 66.8269 | 134.8269 | 66.8269 | 66.8269 | 134.8269 | 66.8269 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92710 | -316529 | -483720 | 435751 | -167385 | -760161 |
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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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