Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 701428.664 | 597473.4053 | 103955.2587 | 1614248.8339 | 610932.9832 | 1003315.8507 |
Total P&L (%) | 701.4287 | 597.4734 | 103.9553 | 1614.2488 | 610.933 | 1003.3159 |
Avg Daily Profit (%) | 0.3762 | 0.3204 | 0.0558 | 0.1525 | 0.1053 | 0.1289 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155448 | -95485 | -101308 | -1334082 | -968096 | -738869 |
Profit Factor | 2.0737 | 2.7501 | 1.3333 | 1.2129 | 1.1572 | 1.2715 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 50 | 47.619 | 52.381 | 50 | 47.619 | 52.381 |
Ratio Avg Win / Avg Loss | 2.0737 | 3.0251 | 1.2121 | 1.2129 | 1.273 | 1.1559 |
Largest Winning Trade | 255964 | 255964 | 65880 | 936565 | 936565 | 723761 |
Largest Losing Trade | -36981 | -36981 | -33419 | -533585 | -340838 | -533585 |
Avg Bars in Trades | 28 | 23 | 32 | 28 | 23 | 32 |
Avg Bars in Winners | 35 | 25 | 43 | 35 | 25 | 43 |
Avg Bars in Losers | 21 | 21 | 20 | 21 | 21 | 20 |
Bars Traded | 3545 | 1468 | 2077 | 3545 | 1468 | 2077 |
Profit Streak | 47.853 | 0 | 49.853 | 47.853 | 0 | 49.853 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 527716 | -133013 | -263986 | 300824 | -246944 | -166484 |
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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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