Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364628.6467 | 224107.7252 | 140520.9215 | 1271128.1252 | 1147892.6848 | 123235.4404 |
Total P&L (%) | 364.6286 | 224.1077 | 140.5209 | 1271.1281 | 1147.8927 | 123.2354 |
Avg Daily Profit (%) | 0.3501 | 0.2152 | 0.1349 | 0.2517 | 0.2426 | 0.0771 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67494 | -31728 | -55063 | -1443492 | -504575 | -1247162 |
Profit Factor | 2.0409 | 2.3319 | 1.772 | 1.3368 | 1.7251 | 1.0562 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Profitability (%) | 44.0945 | 46.0317 | 42.1875 | 44.0945 | 46.0317 | 42.1875 |
Ratio Avg Win / Avg Loss | 2.5876 | 2.734 | 2.4282 | 1.6948 | 2.0225 | 1.4474 |
Largest Winning Trade | 75173 | 75173 | 49137 | 616457 | 616457 | 480043 |
Largest Losing Trade | -14533 | -14533 | -12287 | -284444 | -223942 | -284444 |
Avg Bars in Trades | 193 | 180 | 205 | 193 | 180 | 205 |
Avg Bars in Winners | 296 | 261 | 333 | 296 | 261 | 333 |
Avg Bars in Losers | 112 | 111 | 112 | 112 | 111 | 112 |
Bars Traded | 24557 | 11391 | 13166 | 24557 | 11391 | 13166 |
Profit Streak | 0 | 30.4795 | 0 | 0 | 30.4795 | 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 | 389628 | -135492 | -152067 | 285812 | -136011 | -391132 |
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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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