Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256228.9472 | 264335.9726 | -8107.0254 | 4194298.5643 | 2005055.2741 | 2189243.2902 |
Total P&L (%) | 256.2289 | 264.336 | -8.107 | 4194.2986 | 2005.0553 | 2189.2433 |
Avg Daily Profit (%) | 0.1182 | 0.1219 | -0.0037 | 0.1736 | 0.1406 | 0.1445 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -412267 | -75878 | -399640 | -976717 | -626508 | -475725 |
Profit Factor | 1.3123 | 2.0432 | 0.9857 | 2.9211 | 2.8764 | 2.9639 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 69 | 34 | 35 | 69 | 35 | 34 |
Losing Trades | 22 | 11 | 11 | 22 | 10 | 12 |
Profitability (%) | 75.8242 | 75.5556 | 76.087 | 75.8242 | 77.7778 | 73.913 |
Ratio Avg Win / Avg Loss | 0.4184 | 0.661 | 0.3098 | 0.9314 | 0.8218 | 1.0461 |
Largest Winning Trade | 47488 | 43845 | 47488 | 550913 | 550913 | 505735 |
Largest Losing Trade | -225483 | -41370 | -225483 | -407184 | -407184 | -308642 |
Avg Bars in Trades | 44 | 46 | 43 | 44 | 46 | 43 |
Avg Bars in Winners | 35 | 35 | 35 | 36 | 36 | 37 |
Avg Bars in Losers | 75 | 80 | 70 | 70 | 80 | 61 |
Bars Traded | 4089 | 2076 | 2013 | 4089 | 2076 | 2013 |
Profit Streak | 285.2857 | 436.7857 | 285.2857 | 285.2857 | 436.7857 | 285.2857 |
Trades During Streak | 12 | 10 | 6 | 12 | 10 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31330 | -24287 | -575909 | 576453 | 107183 | 339552 |
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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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