Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 829541.2487 | 753560.7482 | 75980.5005 | 1687723.9846 | 10866216.8353 | -9178492.8507 |
Total P&L (%) | 829.5412 | 753.5607 | 75.9805 | 1687.724 | 10866.2168 | -9178.4929 |
Avg Daily Profit (%) | 0.455 | 0.4133 | 0.0417 | 0.1583 | 0.258 | 0 |
Buy And Hold Return (%) | 322.1669 | 322.1669 | 322.1669 | 322.1669 | 322.1669 | 322.1669 |
Max Trade Drawdown | -236250 | -135493 | -119571 | -22661410 | -12450559 | -12670301 |
Profit Factor | 1.9398 | 2.7489 | 1.1682 | 1.0376 | 1.5089 | 0.6093 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 99 | 45 | 54 | 99 | 45 | 54 |
Losing Trades | 95 | 52 | 43 | 95 | 52 | 43 |
Profitability (%) | 51.0309 | 46.3918 | 55.6701 | 51.0309 | 46.3918 | 55.6701 |
Ratio Avg Win / Avg Loss | 1.8614 | 3.1765 | 0.9302 | 0.9957 | 1.7436 | 0.4852 |
Largest Winning Trade | 257790 | 257790 | 64683 | 10360743 | 10360743 | 1648273 |
Largest Losing Trade | -43898 | -43898 | -43226 | -4712964 | -3648592 | -4712964 |
Avg Bars in Trades | 27 | 26 | 29 | 27 | 26 | 29 |
Avg Bars in Winners | 35 | 31 | 39 | 35 | 31 | 39 |
Avg Bars in Losers | 19 | 21 | 15 | 19 | 21 | 15 |
Bars Traded | 5389 | 2571 | 2818 | 5389 | 2571 | 2818 |
Profit Streak | 7.0614 | 9.7281 | 7.0614 | 7.0614 | 9.7281 | 7.0614 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467685 | 349968 | -338815 | -171710 | 368939 | -579377 |
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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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