Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 13065.0997 | 289137.9375 | -276072.8378 | 5383446.6539 | 2036194.8172 | 3347251.8366 |
Total P&L (%) | 13.0651 | 289.1379 | -276.0728 | 5383.4467 | 2036.1948 | 3347.2518 |
Avg Daily Profit (%) | 0.0052 | 0.1156 | -0.1104 | 0.1603 | 0.1225 | 0.1417 |
Buy And Hold Return (%) | 800.7132 | 800.7132 | 800.7132 | 800.7132 | 800.7132 | 800.7132 |
Max Trade Drawdown | -305006 | -56108 | -372151 | -1647741 | -632369 | -1647741 |
Profit Factor | 1.0154 | 2.4985 | 0.5784 | 2.247 | 2.6672 | 2.0812 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 149 | 75 | 74 | 107 | 51 | 56 |
Losing Trades | 46 | 22 | 24 | 88 | 46 | 42 |
Profitability (%) | 76.4103 | 77.3196 | 75.5102 | 54.8718 | 52.5773 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.3135 | 0.7329 | 0.1876 | 1.848 | 2.4057 | 1.5609 |
Largest Winning Trade | 77249 | 77249 | 37710 | 3485691 | 458446 | 3485691 |
Largest Losing Trade | -305006 | -49553 | -305006 | -1647741 | -286579 | -1647741 |
Avg Bars in Trades | 24 | 24 | 24 | 24 | 24 | 24 |
Avg Bars in Winners | 13 | 11 | 14 | 24 | 26 | 22 |
Avg Bars in Losers | 60 | 68 | 53 | 24 | 22 | 26 |
Bars Traded | 4779 | 2391 | 2388 | 4779 | 2391 | 2388 |
Profit Streak | 8.7447 | 132.7447 | 8.7447 | 8.7447 | 132.7447 | 8.7447 |
Trades During Streak | 2 | 9 | 1 | 2 | 9 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -551018 | -197073 | -576538 | 534253 | -25601 | -10 |
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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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