Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 738457.0516 | 676468.9301 | 61988.1215 | 995743.9432 | 797531.1842 | 198212.759 |
Total P&L (%) | 738.4571 | 676.4689 | 61.9881 | 995.7439 | 797.5312 | 198.2128 |
Avg Daily Profit (%) | 0.4009 | 0.3672 | 0.0337 | 0.1301 | 0.1192 | 0.0593 |
Buy And Hold Return (%) | 97.8704 | 97.8704 | 97.8704 | 97.8704 | 97.8704 | 97.8704 |
Max Trade Drawdown | -62234 | -94709 | -38194 | -307560 | -332862 | -211615 |
Profit Factor | 3.0541 | 5.0418 | 1.3226 | 1.7714 | 2.36 | 1.2814 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 42.0455 | 40.9091 | 43.1818 | 42.0455 | 40.9091 | 43.1818 |
Ratio Avg Win / Avg Loss | 4.2097 | 7.2825 | 1.7403 | 2.4416 | 3.4089 | 1.686 |
Largest Winning Trade | 598735 | 598735 | 53834 | 434113 | 434113 | 288908 |
Largest Losing Trade | -32223 | -27326 | -32223 | -176155 | -119119 | -176155 |
Avg Bars in Trades | 78 | 76 | 79 | 78 | 76 | 79 |
Avg Bars in Winners | 140 | 134 | 146 | 140 | 134 | 146 |
Avg Bars in Losers | 32 | 36 | 29 | 32 | 36 | 29 |
Bars Traded | 6887 | 3369 | 3518 | 6887 | 3369 | 3518 |
Profit Streak | 100.4157 | 267.4157 | 0 | 100.4157 | 267.4157 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 478478 | 544680 | -314973 | -17924 | -31055 | -121924 |
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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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