Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 853523.0595 | 745475.6351 | 108047.4245 | 5789993.4261 | 5058035.2397 | 731958.1864 |
Total P&L (%) | 853.5231 | 745.4756 | 108.0474 | 5789.9934 | 5058.0352 | 731.9582 |
Avg Daily Profit (%) | 0.3413 | 0.2981 | 0.0432 | 0.1631 | 0.1578 | 0.0848 |
Buy And Hold Return (%) | 870.2641 | 870.2641 | 870.2641 | 870.2641 | 870.2641 | 870.2641 |
Max Trade Drawdown | -95983 | -72467 | -56316 | -1526232 | -742322 | -986773 |
Profit Factor | 3.2858 | 4.9837 | 1.5801 | 3.1909 | 4.9225 | 1.5409 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 55.7143 | 54.2857 | 57.1429 | 55.7143 | 54.2857 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.6118 | 4.1968 | 1.1851 | 2.5364 | 4.1452 | 1.1557 |
Largest Winning Trade | 368986 | 368986 | 42936 | 2689362 | 2689362 | 709477 |
Largest Losing Trade | -50707 | -42318 | -50707 | -684582 | -402813 | -684582 |
Avg Bars in Trades | 96 | 133 | 58 | 96 | 133 | 58 |
Avg Bars in Winners | 128 | 175 | 84 | 128 | 175 | 84 |
Avg Bars in Losers | 54 | 83 | 24 | 54 | 83 | 24 |
Bars Traded | 6723 | 4670 | 2053 | 6723 | 4670 | 2053 |
Profit Streak | 217.3108 | 424.6441 | 217.3108 | 217.3108 | 424.6441 | 217.3108 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -246602 | -147215 | -297288 | -82762 | 594960 | -241709 |
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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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