Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350700.6983 | 220052.3258 | 130648.3725 | 479210.9644 | 516930.7258 | -37719.7614 |
Total P&L (%) | 350.7007 | 220.0523 | 130.6484 | 479.211 | 516.9307 | -37.7198 |
Avg Daily Profit (%) | 0.2565 | 0.161 | 0.0956 | 0.1286 | 0.1332 | -0.0346 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63010 | -47802 | -90761 | -452111 | -270557 | -442207 |
Profit Factor | 1.649 | 1.8766 | 1.4516 | 1.1804 | 1.4524 | 0.9751 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 56.6667 | 60 | 53.3333 | 56.6667 | 60 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.261 | 1.251 | 1.2701 | 0.9027 | 0.9683 | 0.8532 |
Largest Winning Trade | 64505 | 64505 | 50489 | 222092 | 222092 | 183773 |
Largest Losing Trade | -40944 | -24534 | -40944 | -324628 | -155406 | -324628 |
Avg Bars in Trades | 29 | 21 | 37 | 29 | 21 | 37 |
Avg Bars in Winners | 29 | 14 | 46 | 29 | 14 | 46 |
Avg Bars in Losers | 28 | 30 | 26 | 28 | 30 | 26 |
Bars Traded | 2630 | 945 | 1685 | 2630 | 945 | 1685 |
Profit Streak | 24.9938 | 24.9938 | 25.4938 | 24.9938 | 24.9938 | 25.4938 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450830 | 429182 | -63324 | -42708 | -13261 | -579737 |
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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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