Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 991227.9954 | 807258.8889 | 183969.1065 | 4001831.9272 | 3002070.9513 | 999760.9759 |
Total P&L (%) | 991.228 | 807.2589 | 183.9691 | 4001.8319 | 3002.071 | 999.761 |
Avg Daily Profit (%) | 0.5309 | 0.4324 | 0.0985 | 0.1991 | 0.1841 | 0.1285 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140574 | -79281 | -113818 | -1341079 | -775061 | -1280166 |
Profit Factor | 2.4744 | 3.1302 | 1.6272 | 1.7384 | 2.0855 | 1.3767 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 50.4854 | 45.098 | 55.7692 | 50.4854 | 45.098 | 55.7692 |
Ratio Avg Win / Avg Loss | 2.4268 | 3.8106 | 1.2906 | 1.705 | 2.5389 | 1.0919 |
Largest Winning Trade | 326055 | 326055 | 50889 | 1294218 | 1294218 | 547624 |
Largest Losing Trade | -67825 | -43981 | -67825 | -971217 | -494153 | -971217 |
Avg Bars in Trades | 33 | 38 | 29 | 33 | 38 | 29 |
Avg Bars in Winners | 37 | 43 | 32 | 37 | 43 | 32 |
Avg Bars in Losers | 30 | 33 | 26 | 30 | 33 | 26 |
Bars Traded | 3479 | 1940 | 1539 | 3479 | 1940 | 1539 |
Profit Streak | 113.5068 | 113.5068 | 118.5068 | 113.5068 | 113.5068 | 118.5068 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 624401 | -164998 | -237131 | 471175 | -169136 | -198172 |
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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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