Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 962001.8988 | 839428.3571 | 122573.5417 | 6588965.2356 | 2872514.7613 | 3716450.4743 |
Total P&L (%) | 962.0019 | 839.4284 | 122.5735 | 6588.9652 | 2872.5148 | 3716.4505 |
Avg Daily Profit (%) | 0.4045 | 0.3529 | 0.0515 | 0.1769 | 0.1427 | 0.1532 |
Buy And Hold Return (%) | 457.1905 | 457.1905 | 457.1905 | 457.1905 | 457.1905 | 457.1905 |
Max Trade Drawdown | -81141 | -74468 | -88650 | -6037259 | -5498254 | -5716783 |
Profit Factor | 2.3048 | 3.4836 | 1.307 | 1.1873 | 1.1598 | 1.2159 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Profitability (%) | 48.5507 | 46.3768 | 50.7246 | 48.5507 | 46.3768 | 50.7246 |
Ratio Avg Win / Avg Loss | 2.4424 | 4.0279 | 1.2696 | 1.2581 | 1.341 | 1.1812 |
Largest Winning Trade | 252781 | 252781 | 66274 | 3345481 | 3176176 | 3345481 |
Largest Losing Trade | -35505 | -25772 | -35505 | -2006321 | -1700932 | -2006321 |
Avg Bars in Trades | 33 | 24 | 42 | 33 | 24 | 42 |
Avg Bars in Winners | 43 | 34 | 52 | 43 | 34 | 52 |
Avg Bars in Losers | 24 | 15 | 33 | 24 | 15 | 33 |
Bars Traded | 4660 | 1696 | 2964 | 4660 | 1696 | 2964 |
Profit Streak | 18.2149 | 0 | 26.2149 | 18.2149 | 0 | 26.2149 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300405 | -95063 | -390790 | -6331 | -150393 | -93836 |
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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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