Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382835.0556 | 306535.7442 | 76299.3114 | 636281.003 | 306535.0615 | 329745.9414 |
Total P&L (%) | 382.8351 | 306.5357 | 76.2993 | 636.281 | 306.5351 | 329.7459 |
Avg Daily Profit (%) | 0.3675 | 0.2943 | 0.0733 | 0.1919 | 0.1347 | 0.1401 |
Buy And Hold Return (%) | 33.9623 | 33.9623 | 33.9623 | 33.9623 | 33.9623 | 33.9623 |
Max Trade Drawdown | -62103 | -54698 | -39081 | -410951 | -402261 | -287807 |
Profit Factor | 1.9659 | 2.6078 | 1.371 | 1.4158 | 1.4021 | 1.4294 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 53 | 31 | 22 | 53 | 31 | 22 |
Profitability (%) | 43.617 | 34.0426 | 53.1915 | 43.617 | 34.0426 | 53.1915 |
Ratio Avg Win / Avg Loss | 2.5413 | 5.0527 | 1.2064 | 1.8302 | 2.7166 | 1.2579 |
Largest Winning Trade | 164068 | 164068 | 30511 | 323910 | 323910 | 172171 |
Largest Losing Trade | -32448 | -20616 | -32448 | -183835 | -154497 | -183835 |
Avg Bars in Trades | 258 | 240 | 277 | 258 | 240 | 277 |
Avg Bars in Winners | 399 | 389 | 405 | 399 | 389 | 405 |
Avg Bars in Losers | 150 | 163 | 131 | 150 | 163 | 131 |
Bars Traded | 24339 | 11309 | 13030 | 24339 | 11309 | 13030 |
Profit Streak | 18.3069 | 41.7236 | 0 | 18.3069 | 41.7236 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400285 | 281733 | -99370 | 295280 | -16912 | -4670 |
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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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