Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413803.0167 | 294278.3572 | 119524.6595 | 337109.5995 | 329502.6301 | 7606.9694 |
Total P&L (%) | 413.803 | 294.2784 | 119.5247 | 337.1096 | 329.5026 | 7.607 |
Avg Daily Profit (%) | 0.4061 | 0.2888 | 0.1173 | 0.1449 | 0.1431 | 0.0072 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -235001 | -126685 | -119477 | -253784 | -100597 | -172407 |
Profit Factor | 1.8048 | 1.9578 | 1.5775 | 1.6613 | 2.3291 | 1.029 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 52.381 | 47.619 | 57.1429 | 52.381 | 47.619 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.6407 | 2.1536 | 1.1832 | 1.5103 | 2.562 | 0.7718 |
Largest Winning Trade | 168558 | 168558 | 35735 | 166820 | 166820 | 62628 |
Largest Losing Trade | -48475 | -29645 | -48475 | -129717 | -25348 | -129717 |
Avg Bars in Trades | 35 | 37 | 33 | 35 | 37 | 33 |
Avg Bars in Winners | 43 | 49 | 39 | 43 | 49 | 39 |
Avg Bars in Losers | 26 | 27 | 25 | 26 | 27 | 25 |
Bars Traded | 2989 | 1593 | 1395 | 2989 | 1593 | 1395 |
Profit Streak | 118.7929 | 118.7929 | 123.1262 | 118.7929 | 118.7929 | 123.1262 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 535231 | 453724 | -32276 | 199555 | 107100 | -536875 |
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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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