Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1257272.3196 | 1202225.6836 | 55046.636 | 1243774.1325 | 593823.5679 | 649950.5646 |
Total P&L (%) | 1257.2723 | 1202.2257 | 55.0466 | 1243.7741 | 593.8236 | 649.9506 |
Avg Daily Profit (%) | 0.6679 | 0.6386 | 0.0292 | 0.1381 | 0.103 | 0.1071 |
Buy And Hold Return (%) | 316.379 | 316.379 | 316.379 | 316.379 | 316.379 | 316.379 |
Max Trade Drawdown | -101023 | -99245 | -77568 | -750044 | -962377 | -395759 |
Profit Factor | 3.1575 | 5.3011 | 1.1815 | 1.2725 | 1.2501 | 1.2968 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 44.9153 | 42.3729 | 47.4576 | 44.9153 | 42.3729 | 47.4576 |
Ratio Avg Win / Avg Loss | 3.8725 | 7.2095 | 1.3081 | 1.5606 | 1.7001 | 1.4357 |
Largest Winning Trade | 1029735 | 1029735 | 62100 | 671293 | 671293 | 514956 |
Largest Losing Trade | -51274 | -22736 | -51274 | -395759 | -219809 | -395759 |
Avg Bars in Trades | 62 | 52 | 71 | 62 | 52 | 71 |
Avg Bars in Winners | 96 | 76 | 114 | 96 | 76 | 114 |
Avg Bars in Losers | 33 | 35 | 32 | 33 | 35 | 32 |
Bars Traded | 7319 | 3106 | 4213 | 7319 | 3106 | 4213 |
Profit Streak | 8.5136 | 8.5136 | 27.0136 | 8.5136 | 8.5136 | 27.0136 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 550234 | -161572 | -517080 | -10044 | -240916 | -232724 |
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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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