Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152319.0286 | 100398.5827 | 51920.4458 | 3571247.7946 | 373566.0335 | 3197681.761 |
Total P&L (%) | 152.319 | 100.3986 | 51.9204 | 3571.2478 | 373.566 | 3197.6818 |
Avg Daily Profit (%) | 0.0871 | 0.0574 | 0.0297 | 0.2062 | 0.0889 | 0.2 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -303537 | -43300 | -338759 | -1398339 | -471715 | -1249293 |
Profit Factor | 1.2382 | 1.7922 | 1.1012 | 1.7008 | 1.2252 | 1.9303 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 62 | 28 | 34 | 50 | 21 | 29 |
Losing Trades | 23 | 15 | 8 | 35 | 22 | 13 |
Profitability (%) | 72.9412 | 65.1163 | 80.9524 | 58.8235 | 48.8372 | 69.0476 |
Ratio Avg Win / Avg Loss | 0.4593 | 0.9601 | 0.2591 | 1.1906 | 1.2836 | 0.8653 |
Largest Winning Trade | 39670 | 17684 | 39670 | 1429389 | 355782 | 1429389 |
Largest Losing Trade | -303537 | -41518 | -303537 | -1043632 | -379351 | -1043632 |
Avg Bars in Trades | 228 | 74 | 386 | 228 | 74 | 386 |
Avg Bars in Winners | 164 | 45 | 262 | 192 | 37 | 304 |
Avg Bars in Losers | 402 | 129 | 913 | 280 | 109 | 569 |
Bars Traded | 19449 | 3209 | 16240 | 19449 | 3209 | 16240 |
Profit Streak | 0 | 0 | 59.9954 | 0 | 0 | 59.9954 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75197 | -113654 | -260686 | 416635 | -75003 | 431950 |
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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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