Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 657674.7451 | 537388.7077 | 120286.0374 | 1096727.3012 | -319560.5177 | 1416287.8189 |
Total P&L (%) | 657.6747 | 537.3887 | 120.286 | 1096.7273 | -319.5605 | 1416.2878 |
Avg Daily Profit (%) | 0.3433 | 0.2805 | 0.0628 | 0.1297 | 0 | 0.142 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108085 | -112717 | -55107 | -1752279 | -2003558 | -788403 |
Profit Factor | 2.3425 | 3.01 | 1.5406 | 1.1475 | 0.9271 | 1.4649 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 44.5946 | 43.2432 | 45.9459 | 44.5946 | 43.2432 | 45.9459 |
Ratio Avg Win / Avg Loss | 2.9104 | 3.9506 | 1.8124 | 1.4257 | 1.2169 | 1.7234 |
Largest Winning Trade | 323557 | 323557 | 54562 | 1069969 | 1069969 | 814881 |
Largest Losing Trade | -37387 | -26293 | -37387 | -639964 | -540049 | -639964 |
Avg Bars in Trades | 100 | 95 | 105 | 100 | 95 | 105 |
Avg Bars in Winners | 138 | 133 | 144 | 138 | 133 | 144 |
Avg Bars in Losers | 69 | 66 | 72 | 69 | 66 | 72 |
Bars Traded | 7426 | 3531 | 3895 | 7426 | 3531 | 3895 |
Profit Streak | 35.9509 | 35.9509 | 40.2009 | 35.9509 | 35.9509 | 40.2009 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56165 | 446263 | -107446 | -147636 | -581190 | -1847 |
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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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