Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 889968.9567 | 804579.2236 | 85389.7332 | 4231149.2511 | 3194096.376 | 1037052.875 |
Total P&L (%) | 889.969 | 804.5792 | 85.3897 | 4231.1493 | 3194.0964 | 1037.0529 |
Avg Daily Profit (%) | 0.3559 | 0.3217 | 0.0341 | 0.1508 | 0.1398 | 0.0973 |
Buy And Hold Return (%) | 781.6147 | 781.6147 | 781.6147 | 781.6147 | 781.6147 | 781.6147 |
Max Trade Drawdown | -124547 | -66938 | -167921 | -851599 | -879389 | -316418 |
Profit Factor | 1.9475 | 2.8934 | 1.166 | 2.4759 | 2.752 | 1.9935 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 113 | 55 | 58 | 113 | 55 | 58 |
Losing Trades | 98 | 50 | 48 | 98 | 50 | 48 |
Profitability (%) | 53.5545 | 52.381 | 54.717 | 53.5545 | 52.381 | 54.717 |
Ratio Avg Win / Avg Loss | 1.6889 | 2.6304 | 0.965 | 2.1472 | 2.5018 | 1.6498 |
Largest Winning Trade | 348342 | 348342 | 50387 | 1382181 | 1382181 | 284729 |
Largest Losing Trade | -47726 | -26051 | -47726 | -543317 | -543317 | -166889 |
Avg Bars in Trades | 34 | 37 | 32 | 34 | 37 | 32 |
Avg Bars in Winners | 38 | 38 | 38 | 38 | 38 | 38 |
Avg Bars in Losers | 29 | 34 | 24 | 29 | 34 | 24 |
Bars Traded | 7302 | 3886 | 3416 | 7302 | 3886 | 3416 |
Profit Streak | 20.3873 | 0 | 75.054 | 20.3873 | 0 | 75.054 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107460 | -142000 | -350935 | 482309 | -2783 | -121311 |
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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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