Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 915572.7915 | 804902.8394 | 110669.9521 | 8883653.3351 | 10963383.0423 | -2079729.7072 |
Total P&L (%) | 915.5728 | 804.9028 | 110.67 | 8883.6533 | 10963.383 | -2079.7297 |
Avg Daily Profit (%) | 0.3662 | 0.3219 | 0.0443 | 0.1801 | 0.1884 | 0 |
Buy And Hold Return (%) | 863.4413 | 863.4413 | 863.4413 | 863.4413 | 863.4413 | 863.4413 |
Max Trade Drawdown | -73762 | -45533 | -87604 | -3802910 | -1190821 | -6188708 |
Profit Factor | 2.5057 | 4.177 | 1.312 | 1.5661 | 2.9748 | 0.7949 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 95 | 45 | 50 | 95 | 45 | 50 |
Losing Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Profitability (%) | 54.5977 | 51.7241 | 57.4713 | 54.5977 | 51.7241 | 57.4713 |
Ratio Avg Win / Avg Loss | 2.0837 | 3.8985 | 0.9709 | 1.3023 | 2.7765 | 0.5882 |
Largest Winning Trade | 339607 | 339607 | 49686 | 5940919 | 5940919 | 946455 |
Largest Losing Trade | -65529 | -24738 | -65529 | -3627195 | -645084 | -3627195 |
Avg Bars in Trades | 41 | 40 | 43 | 41 | 40 | 43 |
Avg Bars in Winners | 48 | 49 | 48 | 48 | 49 | 48 |
Avg Bars in Losers | 33 | 30 | 36 | 33 | 30 | 36 |
Bars Traded | 7230 | 3483 | 3747 | 7230 | 3483 | 3747 |
Profit Streak | 74.7821 | 83.7821 | 74.7821 | 74.7821 | 83.7821 | 74.7821 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130287 | -149046 | -299872 | 433801 | 506880 | -579573 |
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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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