Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506430.2384 | 344724.1948 | 161706.0436 | 753232.5356 | 524195.6291 | 229036.9066 |
Total P&L (%) | 506.4302 | 344.7242 | 161.706 | 753.2325 | 524.1956 | 229.0369 |
Avg Daily Profit (%) | 0.4915 | 0.3345 | 0.1569 | 0.2083 | 0.1779 | 0.1156 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148284 | -96022 | -101997 | -338409 | -262315 | -244153 |
Profit Factor | 2.031 | 2.2202 | 1.7748 | 1.6247 | 1.7908 | 1.4219 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 51.2821 | 48.7179 | 53.8462 | 51.2821 | 48.7179 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.9294 | 2.337 | 1.5213 | 1.5435 | 1.8851 | 1.2188 |
Largest Winning Trade | 199119 | 199119 | 37775 | 440819 | 440819 | 149560 |
Largest Losing Trade | -54206 | -35561 | -54206 | -177722 | -177722 | -136954 |
Avg Bars in Trades | 308 | 330 | 286 | 308 | 330 | 286 |
Avg Bars in Winners | 344 | 377 | 314 | 344 | 377 | 314 |
Avg Bars in Losers | 270 | 285 | 253 | 270 | 285 | 253 |
Bars Traded | 24046 | 12889 | 11157 | 24046 | 12889 | 11157 |
Profit Streak | 66.2285 | 129.7285 | 66.2285 | 66.2285 | 129.7285 | 66.2285 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22785 | 500492 | 435918 | -25989 | 437459 | -36292 |
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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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