Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 869113.0234 | 755459.1064 | 113653.917 | 312443.6527 | 231979.3598 | 80464.2929 |
Total P&L (%) | 869.113 | 755.4591 | 113.6539 | 312.4437 | 231.9794 | 80.4643 |
Avg Daily Profit (%) | 0.3631 | 0.3156 | 0.0475 | 0.0592 | 0.0501 | 0.0247 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135236 | -119353 | -138801 | -855178 | -775788 | -320157 |
Profit Factor | 1.8791 | 2.6047 | 1.2195 | 1.1007 | 1.1399 | 1.0557 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 75 | 34 | 41 | 75 | 34 | 41 |
Losing Trades | 75 | 41 | 34 | 75 | 41 | 34 |
Profitability (%) | 50 | 45.3333 | 54.6667 | 50 | 45.3333 | 54.6667 |
Ratio Avg Win / Avg Loss | 1.8791 | 3.141 | 1.0113 | 1.1007 | 1.3745 | 0.8754 |
Largest Winning Trade | 592270 | 592270 | 58011 | 501917 | 501917 | 214703 |
Largest Losing Trade | -47527 | -42338 | -47527 | -421883 | -421883 | -135389 |
Avg Bars in Trades | 30 | 24 | 37 | 30 | 24 | 37 |
Avg Bars in Winners | 42 | 34 | 48 | 42 | 34 | 48 |
Avg Bars in Losers | 19 | 16 | 22 | 19 | 16 | 22 |
Bars Traded | 4638 | 1862 | 2776 | 4638 | 1862 | 2776 |
Profit Streak | 5.5639 | 16.5639 | 5.5639 | 5.5639 | 16.5639 | 5.5639 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 538582 | -43928 | -185272 | -221697 | -250560 | -376243 |
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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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