Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 662841.4486 | 442019.2428 | 220822.2058 | 3175865.3133 | 1005906.0842 | 2169959.2291 |
Total P&L (%) | 662.8414 | 442.0192 | 220.8222 | 3175.8653 | 1005.9061 | 2169.9592 |
Avg Daily Profit (%) | 0.3486 | 0.2325 | 0.1161 | 0.1837 | 0.1265 | 0.1644 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154160 | -67031 | -130052 | -1304260 | -1841462 | -533633 |
Profit Factor | 2.6564 | 2.7629 | 2.4777 | 1.7906 | 1.3171 | 3.5681 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 41.791 | 32.3529 | 51.5152 | 41.791 | 32.3529 | 51.5152 |
Ratio Avg Win / Avg Loss | 3.7 | 5.777 | 2.332 | 2.494 | 2.7539 | 3.3583 |
Largest Winning Trade | 187859 | 187859 | 55822 | 1545201 | 1545201 | 822844 |
Largest Losing Trade | -40042 | -28476 | -40042 | -1304260 | -1304260 | -255273 |
Avg Bars in Trades | 165 | 154 | 176 | 165 | 154 | 176 |
Avg Bars in Winners | 311 | 338 | 294 | 311 | 338 | 294 |
Avg Bars in Losers | 60 | 66 | 50 | 60 | 66 | 50 |
Bars Traded | 11074 | 5256 | 5818 | 11074 | 5256 | 5818 |
Profit Streak | 0 | 0 | 559.4633 | 0 | 0 | 559.4633 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110094 | 226483 | -32474 | -113175 | -29332 | 548398 |
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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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