Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527874.3966 | 306164.4528 | 221709.9439 | 2496682.4484 | 1791229.4797 | 705452.9687 |
Total P&L (%) | 527.8744 | 306.1645 | 221.7099 | 2496.6824 | 1791.2295 | 705.453 |
Avg Daily Profit (%) | 0.3131 | 0.1816 | 0.1315 | 0.1934 | 0.1745 | 0.1238 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70146 | -82590 | -40477 | -1415633 | -551381 | -1098788 |
Profit Factor | 1.8789 | 1.9924 | 1.7589 | 1.4353 | 1.6559 | 1.2348 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Losing Trades | 129 | 68 | 61 | 129 | 68 | 61 |
Profitability (%) | 34.1837 | 30.6122 | 37.7551 | 34.1837 | 30.6122 | 37.7551 |
Ratio Avg Win / Avg Loss | 3.6175 | 4.5161 | 2.8999 | 2.7635 | 3.7534 | 2.0357 |
Largest Winning Trade | 110846 | 110846 | 51627 | 625006 | 625006 | 486718 |
Largest Losing Trade | -24903 | -13255 | -24903 | -503438 | -223538 | -503438 |
Avg Bars in Trades | 50 | 46 | 54 | 50 | 46 | 54 |
Avg Bars in Winners | 105 | 100 | 109 | 105 | 100 | 109 |
Avg Bars in Losers | 22 | 22 | 21 | 22 | 22 | 21 |
Bars Traded | 9960 | 4580 | 5380 | 9960 | 4580 | 5380 |
Profit Streak | 44.8638 | 44.8638 | 53.6971 | 44.8638 | 44.8638 | 53.6971 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303625 | 143000 | -18611 | 211174 | 132448 | -30981 |
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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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