Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 963317.2246 | 774306.4715 | 189010.7531 | 5149733.5678 | 698310.4821 | 4451423.0857 |
Total P&L (%) | 963.3172 | 774.3065 | 189.0108 | 5149.7336 | 698.3105 | 4451.4231 |
Avg Daily Profit (%) | 0.495 | 0.3979 | 0.0971 | 0.2037 | 0.1068 | 0.1964 |
Buy And Hold Return (%) | 12.8362 | 12.8362 | 12.8362 | 12.8362 | 12.8362 | 12.8362 |
Max Trade Drawdown | -101204 | -62448 | -45430 | -3247255 | -1799624 | -2305013 |
Profit Factor | 2.6763 | 3.5167 | 1.7079 | 1.4189 | 1.1077 | 1.7659 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 59 | 34 | 25 | 59 | 34 | 25 |
Profitability (%) | 44.8598 | 37.037 | 52.8302 | 44.8598 | 37.037 | 52.8302 |
Ratio Avg Win / Avg Loss | 3.2897 | 5.9784 | 1.5249 | 1.744 | 1.8831 | 1.5767 |
Largest Winning Trade | 417430 | 417430 | 51999 | 2032658 | 2032658 | 2000814 |
Largest Losing Trade | -32506 | -32506 | -28025 | -1250587 | -731014 | -1250587 |
Avg Bars in Trades | 215 | 170 | 260 | 215 | 170 | 260 |
Avg Bars in Winners | 349 | 285 | 395 | 349 | 285 | 395 |
Avg Bars in Losers | 106 | 103 | 109 | 106 | 103 | 109 |
Bars Traded | 23037 | 9227 | 13810 | 23037 | 9227 | 13810 |
Profit Streak | 24.2012 | 24.2012 | 39.5345 | 24.2012 | 24.2012 | 39.5345 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 539274 | -168115 | -239206 | 335022 | -335451 | -167786 |
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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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