Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 503869.8606 | 302244.0614 | 201625.7992 | 1546724.8877 | 978768.9226 | 567955.9652 |
Total P&L (%) | 503.8699 | 302.2441 | 201.6258 | 1546.7249 | 978.7689 | 567.956 |
Avg Daily Profit (%) | 0.2993 | 0.1795 | 0.1198 | 0.1665 | 0.1414 | 0.1129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65982 | -77461 | -42979 | -1154548 | -582349 | -963411 |
Profit Factor | 2.0254 | 2.0382 | 2.0067 | 1.3213 | 1.3735 | 1.259 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 78 | 43 | 35 | 78 | 43 | 35 |
Profitability (%) | 37.0968 | 30.6452 | 43.5484 | 37.0968 | 30.6452 | 43.5484 |
Ratio Avg Win / Avg Loss | 3.4343 | 4.6128 | 2.6013 | 2.2405 | 3.1084 | 1.632 |
Largest Winning Trade | 178861 | 178861 | 51492 | 1025229 | 1025229 | 400315 |
Largest Losing Trade | -18089 | -18089 | -16755 | -485024 | -485024 | -258640 |
Avg Bars in Trades | 53 | 47 | 59 | 53 | 47 | 59 |
Avg Bars in Winners | 104 | 104 | 104 | 104 | 104 | 104 |
Avg Bars in Losers | 23 | 21 | 25 | 23 | 21 | 25 |
Bars Traded | 6640 | 2922 | 3718 | 6640 | 2922 | 3718 |
Profit Streak | 36.5136 | 36.5136 | 37.2636 | 36.5136 | 36.5136 | 37.2636 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325323 | -150121 | -185727 | 193614 | -163684 | -197378 |
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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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