Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 510350.5174 | 352969.0479 | 157381.4695 | 1976496.8256 | 1744812.6147 | 231684.2109 |
Total P&L (%) | 510.3505 | 352.969 | 157.3815 | 1976.4968 | 1744.8126 | 231.6842 |
Avg Daily Profit (%) | 0.2145 | 0.1483 | 0.0661 | 0.1276 | 0.1226 | 0.0504 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83639 | -86940 | -89988 | -647559 | -616619 | -763956 |
Profit Factor | 1.7882 | 2.1894 | 1.4488 | 1.4026 | 1.8238 | 1.083 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Profitability (%) | 44.9612 | 42.1875 | 47.6923 | 44.9612 | 42.1875 | 47.6923 |
Ratio Avg Win / Avg Loss | 2.1891 | 3.0003 | 1.589 | 1.717 | 2.4993 | 1.1878 |
Largest Winning Trade | 87064 | 87064 | 50368 | 524688 | 524688 | 391315 |
Largest Losing Trade | -31135 | -21787 | -31135 | -298529 | -211541 | -298529 |
Avg Bars in Trades | 71 | 65 | 77 | 71 | 65 | 77 |
Avg Bars in Winners | 108 | 96 | 118 | 108 | 96 | 118 |
Avg Bars in Losers | 41 | 43 | 40 | 41 | 43 | 40 |
Bars Traded | 9256 | 4201 | 5055 | 9256 | 4201 | 5055 |
Profit Streak | 0 | 62.2739 | 0 | 0 | 62.2739 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357677 | -132794 | -235091 | -22110 | -167428 | -387402 |
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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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