Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82050.0497 | 144094.3978 | -62044.3481 | 2502345.5597 | 477043.0074 | 2025302.5523 |
Total P&L (%) | 82.0501 | 144.0944 | -62.0443 | 2502.3456 | 477.043 | 2025.3026 |
Avg Daily Profit (%) | 0.0378 | 0.0664 | -0.0286 | 0.1504 | 0.0809 | 0.141 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -272215 | -104909 | -132362 | -633650 | -855854 | -211448 |
Profit Factor | 1.1223 | 1.6325 | 0.8599 | 2.2087 | 1.3262 | 4.3325 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 122 | 59 | 63 | 106 | 52 | 54 |
Losing Trades | 16 | 10 | 6 | 32 | 17 | 15 |
Profitability (%) | 88.4058 | 85.5072 | 91.3043 | 76.8116 | 75.3623 | 78.2609 |
Ratio Avg Win / Avg Loss | 0.1472 | 0.2767 | 0.0819 | 0.6668 | 0.4336 | 1.2035 |
Largest Winning Trade | 24300 | 24300 | 19245 | 637581 | 126154 | 637581 |
Largest Losing Trade | -272215 | -52395 | -272215 | -363550 | -363550 | -183038 |
Avg Bars in Trades | 28 | 31 | 26 | 28 | 31 | 26 |
Avg Bars in Winners | 12 | 11 | 14 | 16 | 12 | 19 |
Avg Bars in Losers | 149 | 147 | 154 | 70 | 89 | 49 |
Bars Traded | 3968 | 2158 | 1810 | 3968 | 2158 | 1810 |
Profit Streak | 285.2477 | 376.2477 | 285.2477 | 285.2477 | 376.2477 | 285.2477 |
Trades During Streak | 36 | 22 | 18 | 36 | 22 | 18 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -222508 | -199507 | -675562 | 550902 | -183165 | -94239 |
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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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