Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 955014.8914 | 867890.7519 | 87124.1395 | 6904198.7363 | 10164817.5908 | -3260618.8545 |
Total P&L (%) | 955.0149 | 867.8908 | 87.1241 | 6904.1987 | 10164.8176 | -3260.6189 |
Avg Daily Profit (%) | 0.3819 | 0.347 | 0.0348 | 0.17 | 0.1854 | 0 |
Buy And Hold Return (%) | 897.502 | 897.502 | 897.502 | 897.502 | 897.502 | 897.502 |
Max Trade Drawdown | -109752 | -70806 | -68807 | -10480760 | -5026463 | -5580516 |
Profit Factor | 2.1435 | 2.9432 | 1.2242 | 1.285 | 1.8157 | 0.7229 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 94 | 46 | 48 | 94 | 46 | 48 |
Losing Trades | 124 | 63 | 61 | 124 | 63 | 61 |
Profitability (%) | 43.1193 | 42.2018 | 44.0367 | 43.1193 | 42.2018 | 44.0367 |
Ratio Avg Win / Avg Loss | 2.8276 | 4.0309 | 1.5558 | 1.6951 | 2.4867 | 0.9187 |
Largest Winning Trade | 370671 | 370671 | 46151 | 8807891 | 8807891 | 1215904 |
Largest Losing Trade | -36685 | -36685 | -29244 | -3965564 | -1764775 | -3965564 |
Avg Bars in Trades | 22 | 22 | 21 | 22 | 22 | 21 |
Avg Bars in Winners | 32 | 31 | 33 | 32 | 31 | 33 |
Avg Bars in Losers | 14 | 16 | 11 | 14 | 16 | 11 |
Bars Traded | 4817 | 2489 | 2328 | 4817 | 2489 | 2328 |
Profit Streak | 83.5563 | 92.5563 | 83.5563 | 83.5563 | 92.5563 | 83.5563 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132018 | -152522 | -312747 | 325373 | 349123 | -582121 |
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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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