Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 988319.1754 | 813644.9201 | 174674.2553 | 21155911.7886 | 16555695.481 | 4600216.3076 |
Total P&L (%) | 988.3192 | 813.6449 | 174.6743 | 21155.9118 | 16555.6955 | 4600.2163 |
Avg Daily Profit (%) | 0.3953 | 0.3254 | 0.0699 | 0.2146 | 0.2048 | 0.1541 |
Buy And Hold Return (%) | 752.0178 | 752.0178 | 752.0178 | 752.0178 | 752.0178 | 752.0178 |
Max Trade Drawdown | -80581 | -52086 | -43148 | -2751572 | -622615 | -3049606 |
Profit Factor | 3.8899 | 4.9247 | 2.297 | 4.3304 | 7.3002 | 2.2351 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 62.963 | 60 | 65.8537 | 62.963 | 60 | 65.8537 |
Ratio Avg Win / Avg Loss | 2.2882 | 3.2831 | 1.191 | 2.5473 | 4.8668 | 1.1589 |
Largest Winning Trade | 403057 | 403057 | 34589 | 8118716 | 8118716 | 2420619 |
Largest Losing Trade | -39129 | -39129 | -30187 | -2385364 | -571903 | -2385364 |
Avg Bars in Trades | 83 | 115 | 53 | 83 | 115 | 53 |
Avg Bars in Winners | 89 | 115 | 65 | 89 | 115 | 65 |
Avg Bars in Losers | 75 | 116 | 28 | 75 | 116 | 28 |
Bars Traded | 6792 | 4618 | 2174 | 6792 | 4618 | 2174 |
Profit Streak | 134.5084 | 134.5084 | 230.1751 | 134.5084 | 134.5084 | 230.1751 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64235 | -121148 | -258704 | 92266 | 680095 | 492127 |
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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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