Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 933590.9043 | 826400.0075 | 107190.8968 | 7742544.4349 | 10679585.5961 | -2937041.1612 |
Total P&L (%) | 933.5909 | 826.4 | 107.1909 | 7742.5444 | 10679.5856 | -2937.0412 |
Avg Daily Profit (%) | 0.3733 | 0.3304 | 0.0429 | 0.1746 | 0.1873 | 0 |
Buy And Hold Return (%) | 882.5516 | 882.5516 | 882.5516 | 882.5516 | 882.5516 | 882.5516 |
Max Trade Drawdown | -85030 | -47798 | -71582 | -3713279 | -1610290 | -5303904 |
Profit Factor | 2.8158 | 4.7712 | 1.3634 | 1.5916 | 3.5203 | 0.6682 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 44.6602 | 45.098 | 44.2308 | 44.6602 | 45.098 | 44.2308 |
Ratio Avg Win / Avg Loss | 3.4892 | 5.8084 | 1.719 | 1.9722 | 4.2856 | 0.8425 |
Largest Winning Trade | 370908 | 370908 | 54127 | 6103292 | 6103292 | 1026162 |
Largest Losing Trade | -71582 | -19345 | -71582 | -3525091 | -751992 | -3525091 |
Avg Bars in Trades | 45 | 46 | 45 | 45 | 46 | 45 |
Avg Bars in Winners | 67 | 64 | 70 | 67 | 64 | 70 |
Avg Bars in Losers | 28 | 31 | 25 | 28 | 31 | 25 |
Bars Traded | 4727 | 2370 | 2357 | 4727 | 2370 | 2357 |
Profit Streak | 174.5129 | 174.5129 | 189.5129 | 174.5129 | 174.5129 | 189.5129 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133283 | -329990 | -480797 | 374606 | -166353 | -761718 |
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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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