Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 766463.3223 | 649441.8791 | 117021.4432 | 2696130.0309 | 2090048.2024 | 606081.8285 |
Total P&L (%) | 766.4633 | 649.4419 | 117.0214 | 2696.13 | 2090.0482 | 606.0818 |
Avg Daily Profit (%) | 0.368 | 0.3118 | 0.0562 | 0.1601 | 0.1483 | 0.0939 |
Buy And Hold Return (%) | 69.5187 | 69.5187 | 69.5187 | 69.5187 | 69.5187 | 69.5187 |
Max Trade Drawdown | -102109 | -62703 | -100135 | -4790090 | -3036661 | -4630085 |
Profit Factor | 1.7086 | 2.2754 | 1.2044 | 1.0999 | 1.1579 | 1.044 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Losing Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Profitability (%) | 51.9802 | 52.4752 | 51.4851 | 51.9802 | 52.4752 | 51.4851 |
Ratio Avg Win / Avg Loss | 1.5784 | 2.0607 | 1.1349 | 1.0161 | 1.0487 | 0.9838 |
Largest Winning Trade | 164739 | 164739 | 67924 | 1873366 | 1694047 | 1873366 |
Largest Losing Trade | -55929 | -55929 | -39953 | -1556813 | -1103797 | -1556813 |
Avg Bars in Trades | 121 | 105 | 137 | 121 | 105 | 137 |
Avg Bars in Winners | 134 | 109 | 160 | 134 | 109 | 160 |
Avg Bars in Losers | 106 | 100 | 113 | 106 | 100 | 113 |
Bars Traded | 24493 | 10610 | 13883 | 24493 | 10610 | 13883 |
Profit Streak | 10.1443 | 10.1443 | 18.061 | 10.1443 | 10.1443 | 18.061 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 544600 | 504763 | -126917 | -100561 | -40752 | -240480 |
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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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