Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514350.2875 | 316135.1487 | 198215.1388 | 1442061.306 | 736630.8112 | 705430.4948 |
Total P&L (%) | 514.3503 | 316.1351 | 198.2151 | 1442.0613 | 736.6308 | 705.4305 |
Avg Daily Profit (%) | 0.3801 | 0.2336 | 0.1465 | 0.2024 | 0.1571 | 0.1543 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66698 | -78458 | -98099 | -1773178 | -1756396 | -764679 |
Profit Factor | 1.7433 | 1.8954 | 1.5848 | 1.2175 | 1.2037 | 1.2341 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 88 | 40 | 48 | 88 | 40 | 48 |
Losing Trades | 86 | 47 | 39 | 86 | 47 | 39 |
Profitability (%) | 50.5747 | 45.977 | 55.1724 | 50.5747 | 45.977 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.7037 | 2.2271 | 1.2877 | 1.1898 | 1.4143 | 1.0027 |
Largest Winning Trade | 116483 | 116483 | 40416 | 937040 | 937040 | 658768 |
Largest Losing Trade | -38880 | -32401 | -38880 | -747792 | -709644 | -747792 |
Avg Bars in Trades | 45 | 46 | 44 | 45 | 46 | 44 |
Avg Bars in Winners | 54 | 58 | 51 | 54 | 58 | 51 |
Avg Bars in Losers | 36 | 36 | 35 | 36 | 36 | 35 |
Bars Traded | 7899 | 4060 | 3840 | 7899 | 4060 | 3840 |
Profit Streak | 16.9462 | 31.7795 | 0 | 16.9462 | 31.7795 | 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 | 519788 | 365794 | 167540 | 330999 | 209536 | 276367 |
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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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