Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 744428.4352 | 665978.7751 | 78449.6601 | 970377.9532 | 836522.2193 | 133855.7339 |
Total P&L (%) | 744.4284 | 665.9788 | 78.4497 | 970.378 | 836.5222 | 133.8557 |
Avg Daily Profit (%) | 0.3994 | 0.3573 | 0.0421 | 0.1273 | 0.1201 | 0.0456 |
Buy And Hold Return (%) | 24.9536 | 24.9536 | 24.9536 | 24.9536 | 24.9536 | 24.9536 |
Max Trade Drawdown | -193671 | -99274 | -118985 | -873948 | -372623 | -585614 |
Profit Factor | 2.1205 | 2.8293 | 1.2612 | 1.3638 | 1.5996 | 1.1052 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 48.8 | 47.619 | 50 | 48.8 | 47.619 | 50 |
Ratio Avg Win / Avg Loss | 2.2248 | 3.1122 | 1.2612 | 1.4309 | 1.7595 | 1.1052 |
Largest Winning Trade | 442958 | 442958 | 63804 | 433354 | 433354 | 169916 |
Largest Losing Trade | -39613 | -30292 | -39613 | -364120 | -125694 | -364120 |
Avg Bars in Trades | 83 | 68 | 98 | 83 | 68 | 98 |
Avg Bars in Winners | 97 | 62 | 131 | 97 | 62 | 131 |
Avg Bars in Losers | 69 | 72 | 65 | 69 | 72 | 65 |
Bars Traded | 10388 | 4284 | 6104 | 10388 | 4284 | 6104 |
Profit Streak | 46.3989 | 67.2322 | 0 | 46.3989 | 67.2322 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511126 | -132264 | -293997 | -21784 | -176272 | -392061 |
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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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