Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 909559.0421 | 806285.8644 | 103273.1776 | 6112024.1793 | 10412703.7429 | -4300679.5636 |
Total P&L (%) | 909.559 | 806.2859 | 103.2732 | 6112.0242 | 10412.7037 | -4300.6796 |
Avg Daily Profit (%) | 0.3637 | 0.3224 | 0.0413 | 0.1653 | 0.1863 | 0 |
Buy And Hold Return (%) | 741.9061 | 741.9061 | 741.9061 | 741.9061 | 741.9061 | 741.9061 |
Max Trade Drawdown | -87625 | -46055 | -105587 | -6052034 | -2207141 | -8587717 |
Profit Factor | 2.2694 | 3.6354 | 1.2515 | 1.2832 | 2.3284 | 0.687 |
Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Winning Trades | 109 | 49 | 60 | 109 | 49 | 60 |
Losing Trades | 100 | 55 | 45 | 100 | 55 | 45 |
Profitability (%) | 52.1531 | 47.1154 | 57.1429 | 52.1531 | 47.1154 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.082 | 4.0805 | 0.9387 | 1.1773 | 2.6135 | 0.5153 |
Largest Winning Trade | 354990 | 354990 | 47724 | 7081590 | 7081590 | 901541 |
Largest Losing Trade | -67205 | -20246 | -67205 | -4900151 | -825523 | -4900151 |
Avg Bars in Trades | 34 | 32 | 36 | 34 | 32 | 36 |
Avg Bars in Winners | 40 | 41 | 40 | 40 | 41 | 40 |
Avg Bars in Losers | 28 | 25 | 32 | 28 | 25 | 32 |
Bars Traded | 7295 | 3430 | 3865 | 7295 | 3430 | 3865 |
Profit Streak | 77.6925 | 84.6925 | 77.6925 | 77.6925 | 84.6925 | 77.6925 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79379 | -123340 | -304189 | 362134 | 429019 | -579568 |
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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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