Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298600.3979 | 144476.9485 | 154123.4494 | 759816.6883 | 426153.9179 | 333662.7703 |
Total P&L (%) | 298.6004 | 144.4769 | 154.1234 | 759.8167 | 426.1539 | 333.6628 |
Avg Daily Profit (%) | 0.3221 | 0.1559 | 0.1663 | 0.2324 | 0.1793 | 0.1584 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76704 | -69181 | -25224 | -570149 | -476746 | -249373 |
Profit Factor | 1.7796 | 1.7262 | 1.8373 | 1.382 | 1.4458 | 1.323 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Profitability (%) | 42.1875 | 39.0625 | 45.3125 | 42.1875 | 39.0625 | 45.3125 |
Ratio Avg Win / Avg Loss | 2.4387 | 2.6928 | 2.2175 | 1.8939 | 2.2554 | 1.5967 |
Largest Winning Trade | 53100 | 53100 | 30989 | 283031 | 283031 | 236207 |
Largest Losing Trade | -21979 | -15752 | -21979 | -249373 | -107536 | -249373 |
Avg Bars in Trades | 40 | 43 | 38 | 40 | 43 | 38 |
Avg Bars in Winners | 70 | 75 | 66 | 70 | 75 | 66 |
Avg Bars in Losers | 18 | 22 | 14 | 18 | 22 | 14 |
Bars Traded | 5232 | 2780 | 2452 | 5232 | 2780 | 2452 |
Profit Streak | 16.0135 | 0 | 17.5135 | 16.0135 | 0 | 17.5135 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357072 | -133196 | -129894 | 284022 | -134181 | -132112 |
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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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