Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1061358.3165 | 906742.556 | 154615.7605 | 20390824.3294 | 15307159.8132 | 5083664.5162 |
Total P&L (%) | 1061.3583 | 906.7426 | 154.6158 | 20390.8243 | 15307.1598 | 5083.6645 |
Avg Daily Profit (%) | 0.4244 | 0.3626 | 0.0618 | 0.2131 | 0.2016 | 0.158 |
Buy And Hold Return (%) | 731.4271 | 731.4271 | 731.4271 | 731.4271 | 731.4271 | 731.4271 |
Max Trade Drawdown | -108339 | -103607 | -17256 | -4259137 | -3039048 | -1220089 |
Profit Factor | 2.4769 | 2.626 | 1.9605 | 2.2722 | 2.2355 | 2.3969 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 133 | 59 | 74 | 133 | 59 | 74 |
Losing Trades | 135 | 75 | 60 | 135 | 75 | 60 |
Profitability (%) | 49.6269 | 44.0299 | 55.2239 | 49.6269 | 44.0299 | 55.2239 |
Ratio Avg Win / Avg Loss | 2.5142 | 3.3381 | 1.5896 | 2.3063 | 2.8418 | 1.9434 |
Largest Winning Trade | 329459 | 329459 | 33357 | 5111161 | 5111161 | 1752266 |
Largest Losing Trade | -48215 | -48215 | -12232 | -1683637 | -1683637 | -1220089 |
Avg Bars in Trades | 27 | 51 | 3 | 27 | 51 | 3 |
Avg Bars in Winners | 29 | 61 | 4 | 29 | 61 | 4 |
Avg Bars in Losers | 25 | 43 | 3 | 25 | 43 | 3 |
Bars Traded | 7409 | 6880 | 529 | 7409 | 6880 | 529 |
Profit Streak | 10.0106 | 10.0106 | 13.3439 | 10.0106 | 10.0106 | 13.3439 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -8127 | -78629 | -271059 | 544062 | 376174 | 488598 |
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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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