Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1039203.0556 | 965860.3739 | 73342.6818 | 1701044.5875 | 1000988.2797 | 700056.3078 |
Total P&L (%) | 1039.2031 | 965.8604 | 73.3427 | 1701.0446 | 1000.9883 | 700.0563 |
Avg Daily Profit (%) | 0.5524 | 0.5134 | 0.039 | 0.1538 | 0.1276 | 0.1106 |
Buy And Hold Return (%) | 300.2255 | 300.2255 | 300.2255 | 300.2255 | 300.2255 | 300.2255 |
Max Trade Drawdown | -64311 | -53839 | -68069 | -898196 | -773188 | -621378 |
Profit Factor | 3.1278 | 5.1526 | 1.2867 | 1.3167 | 1.3681 | 1.264 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 52.0661 | 49.1803 | 55 | 52.0661 | 49.1803 | 55 |
Ratio Avg Win / Avg Loss | 2.8796 | 5.3244 | 1.0528 | 1.2122 | 1.4137 | 1.0342 |
Largest Winning Trade | 779303 | 779303 | 72576 | 927938 | 927938 | 634136 |
Largest Losing Trade | -58302 | -24273 | -58302 | -510908 | -296467 | -510908 |
Avg Bars in Trades | 44 | 42 | 45 | 44 | 42 | 45 |
Avg Bars in Winners | 59 | 49 | 69 | 59 | 49 | 69 |
Avg Bars in Losers | 27 | 35 | 17 | 27 | 35 | 17 |
Bars Traded | 5344 | 2588 | 2756 | 5344 | 2588 | 2756 |
Profit Streak | 6.2569 | 6.2569 | 25.9236 | 6.2569 | 6.2569 | 25.9236 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 578913 | -145600 | -474592 | 313022 | -185893 | -217732 |
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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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