Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1477439.4298 | 1425354.7351 | 52084.6946 | 979141.4003 | 187943.7817 | 791197.6187 |
Total P&L (%) | 1477.4394 | 1425.3547 | 52.0847 | 979.1414 | 187.9438 | 791.1976 |
Avg Daily Profit (%) | 0.7831 | 0.7555 | 0.0276 | 0.1262 | 0.0561 | 0.116 |
Buy And Hold Return (%) | 206.7963 | 206.7963 | 206.7963 | 206.7963 | 206.7963 | 206.7963 |
Max Trade Drawdown | -155060 | -154624 | -24202 | -4117396 | -4055871 | -504377 |
Profit Factor | 3.7312 | 4.4137 | 1.422 | 1.1005 | 1.024 | 1.4173 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 39.0805 | 37.2093 | 40.9091 | 39.0805 | 37.2093 | 40.9091 |
Ratio Avg Win / Avg Loss | 5.8162 | 7.4481 | 2.0541 | 1.7155 | 1.7279 | 2.0473 |
Largest Winning Trade | 1223418 | 1223418 | 28696 | 2656663 | 2656663 | 692093 |
Largest Losing Trade | -42312 | -42312 | -23075 | -1560672 | -1560672 | -490999 |
Avg Bars in Trades | 123 | 234 | 15 | 123 | 234 | 15 |
Avg Bars in Winners | 216 | 432 | 24 | 216 | 432 | 24 |
Avg Bars in Losers | 63 | 116 | 8 | 63 | 116 | 8 |
Bars Traded | 10754 | 10083 | 671 | 10754 | 10083 | 671 |
Profit Streak | 104.6157 | 105.7824 | 104.6157 | 104.6157 | 105.7824 | 104.6157 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 605873 | 565808 | -322472 | -137634 | -481243 | -40816 |
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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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