Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 600869.6505 | 588877.0103 | 11992.6402 | 196059.3945 | 794925.1853 | -598865.7908 |
Total P&L (%) | 600.8697 | 588.877 | 11.9926 | 196.0594 | 794.9252 | -598.8658 |
Avg Daily Profit (%) | 0.2403 | 0.2355 | 0.0048 | 0.0434 | 0.0877 | 0 |
Buy And Hold Return (%) | 256.7033 | 256.7033 | 256.7033 | 256.7033 | 256.7033 | 256.7033 |
Max Trade Drawdown | -131716 | -64254 | -87045 | -2243498 | -638368 | -1645602 |
Profit Factor | 1.9582 | 3.428 | 1.0312 | 1.0393 | 1.4329 | 0.8099 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 49.5652 | 44.8276 | 54.386 | 49.5652 | 44.8276 | 54.386 |
Ratio Avg Win / Avg Loss | 1.9926 | 4.219 | 0.8649 | 1.0576 | 1.7636 | 0.6792 |
Largest Winning Trade | 465967 | 465967 | 37874 | 1047392 | 1047392 | 659455 |
Largest Losing Trade | -70405 | -25629 | -70405 | -1405585 | -384639 | -1405585 |
Avg Bars in Trades | 42 | 34 | 50 | 42 | 34 | 50 |
Avg Bars in Winners | 57 | 51 | 61 | 57 | 51 | 61 |
Avg Bars in Losers | 27 | 19 | 36 | 27 | 19 | 36 |
Bars Traded | 4843 | 1977 | 2866 | 4843 | 1977 | 2866 |
Profit Streak | 22.5337 | 22.5337 | 27.5337 | 22.5337 | 22.5337 | 27.5337 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311820 | -171551 | -719023 | -476800 | -258038 | -759723 |
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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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