Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382195.6724 | 230672.2683 | 151523.4041 | 2585665.5034 | 1720747.0625 | 864918.4409 |
Total P&L (%) | 382.1957 | 230.6723 | 151.5234 | 2585.6655 | 1720.7471 | 864.9184 |
Avg Daily Profit (%) | 0.2684 | 0.162 | 0.1064 | 0.2313 | 0.204 | 0.1593 |
Buy And Hold Return (%) | 106.848 | 106.848 | 106.848 | 106.848 | 106.848 | 106.848 |
Max Trade Drawdown | -49233 | -30844 | -49233 | -570525 | -451676 | -570525 |
Profit Factor | 4.4029 | 5.6638 | 3.4107 | 2.7328 | 3.291 | 2.1671 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Losing Trades | 11 | 5 | 6 | 11 | 5 | 6 |
Profitability (%) | 86.9048 | 88.0952 | 85.7143 | 86.9048 | 88.0952 | 85.7143 |
Ratio Avg Win / Avg Loss | 0.6635 | 0.7654 | 0.5684 | 0.4118 | 0.4447 | 0.3612 |
Largest Winning Trade | 40316 | 40316 | 22174 | 406580 | 406580 | 282377 |
Largest Losing Trade | -49233 | -30844 | -49233 | -570525 | -451676 | -570525 |
Avg Bars in Trades | 27 | 28 | 26 | 27 | 28 | 26 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 88 | 99 | 78 | 88 | 99 | 78 |
Bars Traded | 2322 | 1191 | 1131 | 2322 | 1191 | 1131 |
Profit Streak | 8.4553 | 86.9553 | 0 | 8.4553 | 86.9553 | 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 | 583146 | 450929 | -78115 | 603147 | 617077 | 496817 |
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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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