Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 872656.0628 | 758594.8334 | 114061.2295 | 2993633.4148 | 1488426.5802 | 1505206.8346 |
Total P&L (%) | 872.6561 | 758.5948 | 114.0612 | 2993.6334 | 1488.4266 | 1505.2068 |
Avg Daily Profit (%) | 0.4693 | 0.4079 | 0.0613 | 0.1847 | 0.1488 | 0.1494 |
Buy And Hold Return (%) | 17.8139 | 17.8139 | 17.8139 | 17.8139 | 17.8139 | 17.8139 |
Max Trade Drawdown | -87688 | -40914 | -97081 | -1337109 | -1123397 | -1144418 |
Profit Factor | 2.6917 | 4.6355 | 1.3713 | 1.3717 | 1.4066 | 1.3427 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 38.1818 | 36.3636 | 40 | 38.1818 | 36.3636 | 40 |
Ratio Avg Win / Avg Loss | 4.358 | 8.1122 | 2.057 | 2.2209 | 2.4616 | 2.014 |
Largest Winning Trade | 511057 | 511057 | 64218 | 1224213 | 1224213 | 1179501 |
Largest Losing Trade | -30289 | -13946 | -30289 | -759514 | -428146 | -759514 |
Avg Bars in Trades | 98 | 65 | 131 | 98 | 65 | 131 |
Avg Bars in Winners | 191 | 127 | 250 | 191 | 127 | 250 |
Avg Bars in Losers | 40 | 29 | 52 | 40 | 29 | 52 |
Bars Traded | 10832 | 3588 | 7244 | 10832 | 3588 | 7244 |
Profit Streak | 2.3153 | 0 | 149.6486 | 2.3153 | 0 | 149.6486 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337825 | -168293 | -292356 | 124213 | -177764 | -174326 |
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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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