Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550409.0714 | 380624.0069 | 169785.0645 | 992964.2542 | 383184.0078 | 609780.2464 |
Total P&L (%) | 550.4091 | 380.624 | 169.7851 | 992.9643 | 383.184 | 609.7802 |
Avg Daily Profit (%) | 0.2856 | 0.1975 | 0.0881 | 0.1242 | 0.0818 | 0.1018 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154452 | -92994 | -73515 | -4872449 | -3289872 | -1795936 |
Profit Factor | 1.783 | 2.0828 | 1.4831 | 1.1008 | 1.0742 | 1.1301 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 59 | 24 | 35 | 59 | 24 | 35 |
Losing Trades | 69 | 40 | 29 | 69 | 40 | 29 |
Profitability (%) | 46.0938 | 37.5 | 54.6875 | 46.0938 | 37.5 | 54.6875 |
Ratio Avg Win / Avg Loss | 2.0852 | 3.4713 | 1.2288 | 1.2874 | 1.7904 | 0.9363 |
Largest Winning Trade | 190600 | 190600 | 59312 | 2609898 | 2609898 | 1000072 |
Largest Losing Trade | -29192 | -19322 | -29192 | -866020 | -783146 | -866020 |
Avg Bars in Trades | 29 | 26 | 32 | 29 | 26 | 32 |
Avg Bars in Winners | 42 | 42 | 43 | 42 | 42 | 43 |
Avg Bars in Losers | 17 | 17 | 18 | 17 | 17 | 18 |
Bars Traded | 3762 | 1693 | 2069 | 3762 | 1693 | 2069 |
Profit Streak | 45.654 | 45.654 | 55.654 | 45.654 | 45.654 | 55.654 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456052 | -131924 | -211716 | -135943 | -365014 | -273447 |
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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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