Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 847383.7942 | 766617.2378 | 80766.5563 | 6104320.2333 | 7103814.7669 | -999494.5336 |
Total P&L (%) | 847.3838 | 766.6172 | 80.7666 | 6104.3202 | 7103.8148 | -999.4945 |
Avg Daily Profit (%) | 0.3389 | 0.3066 | 0.0323 | 0.1652 | 0.1712 | 0 |
Buy And Hold Return (%) | 896.5411 | 896.5411 | 896.5411 | 896.5411 | 896.5411 | 896.5411 |
Max Trade Drawdown | -103656 | -79087 | -99218 | -2826481 | -2163418 | -3055409 |
Profit Factor | 2.5075 | 4.4827 | 1.2362 | 1.5453 | 2.6393 | 0.8543 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Losing Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Profitability (%) | 48.0916 | 48.4848 | 47.6923 | 48.0916 | 48.4848 | 47.6923 |
Ratio Avg Win / Avg Loss | 2.7065 | 4.7628 | 1.3558 | 1.6679 | 2.8043 | 0.937 |
Largest Winning Trade | 306518 | 306518 | 51957 | 3357615 | 3357615 | 799089 |
Largest Losing Trade | -49803 | -22978 | -49803 | -1384897 | -800641 | -1384897 |
Avg Bars in Trades | 53 | 48 | 59 | 53 | 48 | 59 |
Avg Bars in Winners | 67 | 54 | 81 | 67 | 54 | 81 |
Avg Bars in Losers | 40 | 42 | 39 | 40 | 42 | 39 |
Bars Traded | 7042 | 3184 | 3858 | 7042 | 3184 | 3858 |
Profit Streak | 167.5793 | 167.5793 | 182.5793 | 167.5793 | 167.5793 | 182.5793 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150785 | -273216 | -447432 | 406593 | -110976 | -712384 |
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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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