Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 544722.2392 | 363566.166 | 181156.0732 | 1510737.956 | 1452835.9114 | 57902.0446 |
Total P&L (%) | 544.7222 | 363.5662 | 181.1561 | 1510.738 | 1452.8359 | 57.902 |
Avg Daily Profit (%) | 0.247 | 0.1649 | 0.0822 | 0.1261 | 0.1245 | 0.0207 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118640 | -68840 | -102700 | -3301883 | -1207206 | -3014965 |
Profit Factor | 1.7525 | 2.2641 | 1.4153 | 1.1639 | 1.4059 | 1.0103 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 79 | 41 | 38 | 79 | 41 | 38 |
Losing Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Profitability (%) | 58.0882 | 60.2941 | 55.8824 | 58.0882 | 60.2941 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.2645 | 1.491 | 1.1173 | 0.8398 | 0.9259 | 0.7976 |
Largest Winning Trade | 74157 | 74157 | 40794 | 630212 | 630212 | 541975 |
Largest Losing Trade | -70154 | -24825 | -70154 | -1946046 | -588960 | -1946046 |
Avg Bars in Trades | 30 | 19 | 41 | 30 | 19 | 41 |
Avg Bars in Winners | 32 | 14 | 50 | 32 | 14 | 50 |
Avg Bars in Losers | 28 | 25 | 30 | 28 | 25 | 30 |
Bars Traded | 4146 | 1309 | 2837 | 4146 | 1309 | 2837 |
Profit Streak | 0 | 0 | 88.3905 | 0 | 0 | 88.3905 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434161 | -97048 | -190334 | -64742 | -134945 | -484747 |
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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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