Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 918977.9741 | 799857.2673 | 119120.7069 | 7332107.5194 | 9137476.9147 | -1805369.3952 |
Total P&L (%) | 918.978 | 799.8573 | 119.1207 | 7332.1075 | 9137.4769 | -1805.3694 |
Avg Daily Profit (%) | 0.3674 | 0.3198 | 0.0476 | 0.1724 | 0.1811 | 0 |
Buy And Hold Return (%) | 820.9387 | 820.9387 | 820.9387 | 820.9387 | 820.9387 | 820.9387 |
Max Trade Drawdown | -85934 | -36834 | -73466 | -3497743 | -2104023 | -3735945 |
Profit Factor | 2.9087 | 4.5189 | 1.4687 | 1.5092 | 2.4576 | 0.778 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 56.5217 | 56.5217 | 56.5217 | 56.5217 | 56.5217 | 56.5217 |
Ratio Avg Win / Avg Loss | 2.2374 | 3.4761 | 1.1297 | 1.1609 | 1.8905 | 0.5985 |
Largest Winning Trade | 346373 | 346373 | 47781 | 5356897 | 5356897 | 1055673 |
Largest Losing Trade | -66511 | -31994 | -66511 | -3186157 | -2104023 | -3186157 |
Avg Bars in Trades | 51 | 54 | 48 | 51 | 54 | 48 |
Avg Bars in Winners | 64 | 61 | 67 | 64 | 61 | 67 |
Avg Bars in Losers | 35 | 46 | 24 | 35 | 46 | 24 |
Bars Traded | 4760 | 2526 | 2234 | 4760 | 2526 | 2234 |
Profit Streak | 142.5274 | 156.5274 | 142.5274 | 142.5274 | 156.5274 | 142.5274 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111159 | -147390 | -292473 | 417819 | 519957 | -579287 |
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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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