Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 889452.0185 | 774480.6428 | 114971.3757 | 9517243.5755 | 7580030.0998 | 1937213.4757 |
Total P&L (%) | 889.452 | 774.4806 | 114.9714 | 9517.2436 | 7580.0301 | 1937.2135 |
Avg Daily Profit (%) | 0.3557 | 0.3098 | 0.046 | 0.1828 | 0.1738 | 0.1206 |
Buy And Hold Return (%) | 760.4074 | 760.4074 | 760.4074 | 760.4074 | 760.4074 | 760.4074 |
Max Trade Drawdown | -105300 | -55518 | -62228 | -1828186 | -762434 | -1132134 |
Profit Factor | 2.6379 | 3.9332 | 1.4121 | 3.4351 | 5.1961 | 1.9217 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 54.4554 | 50 | 58.8235 | 54.4554 | 50 | 58.8235 |
Ratio Avg Win / Avg Loss | 2.2062 | 3.9332 | 0.9884 | 2.873 | 5.1961 | 1.3452 |
Largest Winning Trade | 354095 | 354095 | 42591 | 3041877 | 3041877 | 678898 |
Largest Losing Trade | -41600 | -28395 | -41600 | -507081 | -228678 | -507081 |
Avg Bars in Trades | 71 | 70 | 73 | 71 | 70 | 73 |
Avg Bars in Winners | 85 | 87 | 83 | 85 | 87 | 83 |
Avg Bars in Losers | 55 | 53 | 58 | 55 | 53 | 58 |
Bars Traded | 7253 | 3525 | 3729 | 7253 | 3525 | 3729 |
Profit Streak | 342.9689 | 342.9689 | 359.3023 | 342.9689 | 342.9689 | 359.3023 |
Trades During Streak | 11 | 5 | 6 | 11 | 5 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96236 | -322703 | -475682 | 604986 | -162919 | -210044 |
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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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