Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 533605.3278 | 319273.2371 | 214332.0907 | 2203486.771 | 2128411.531 | 75075.24 |
Total P&L (%) | 533.6053 | 319.2732 | 214.3321 | 2203.4868 | 2128.4115 | 75.0752 |
Avg Daily Profit (%) | 0.3159 | 0.189 | 0.1269 | 0.1859 | 0.1839 | 0.0332 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81517 | -84997 | -70729 | -3491573 | -1086675 | -2815280 |
Profit Factor | 1.9236 | 2.0272 | 1.8029 | 1.2686 | 1.6192 | 1.0158 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 38.4058 | 34.7826 | 42.029 | 38.4058 | 34.7826 | 42.029 |
Ratio Avg Win / Avg Loss | 3.085 | 3.8011 | 2.4868 | 2.0346 | 3.036 | 1.401 |
Largest Winning Trade | 99600 | 99600 | 51691 | 1271492 | 1271492 | 919897 |
Largest Losing Trade | -27493 | -21045 | -27493 | -873431 | -591376 | -873431 |
Avg Bars in Trades | 48 | 43 | 53 | 48 | 43 | 53 |
Avg Bars in Winners | 85 | 80 | 90 | 85 | 80 | 90 |
Avg Bars in Losers | 25 | 24 | 25 | 25 | 24 | 25 |
Bars Traded | 6673 | 3016 | 3657 | 6673 | 3016 | 3657 |
Profit Streak | 0 | 48.7053 | 0 | 0 | 48.7053 | 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 | 307352 | -95933 | -125270 | 171966 | -96348 | -456850 |
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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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