Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1200191.1455 | 1034837.0221 | 165354.1234 | 1315005.2225 | 495140.2725 | 819864.9501 |
Total P&L (%) | 1200.1911 | 1034.837 | 165.3541 | 1315.0052 | 495.1403 | 819.865 |
Avg Daily Profit (%) | 0.65 | 0.5604 | 0.0896 | 0.1436 | 0.0966 | 0.1202 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150463 | -83332 | -67130 | -1753795 | -1373061 | -917360 |
Profit Factor | 3.9962 | 5.2364 | 2.0579 | 1.2536 | 1.1667 | 1.3702 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 48.4375 | 40.625 | 56.25 | 48.4375 | 40.625 | 56.25 |
Ratio Avg Win / Avg Loss | 4.254 | 7.6532 | 1.6006 | 1.3345 | 1.7051 | 1.0657 |
Largest Winning Trade | 992303 | 992303 | 49379 | 1042364 | 1042364 | 685840 |
Largest Losing Trade | -57815 | -57815 | -52908 | -590604 | -590604 | -469690 |
Avg Bars in Trades | 110 | 95 | 125 | 110 | 95 | 125 |
Avg Bars in Winners | 165 | 154 | 173 | 165 | 154 | 173 |
Avg Bars in Losers | 59 | 54 | 65 | 59 | 54 | 65 |
Bars Traded | 7076 | 3046 | 4030 | 7076 | 3046 | 4030 |
Profit Streak | 39.3704 | 52.1204 | 39.3704 | 39.3704 | 52.1204 | 39.3704 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123656 | 590244 | -67728 | -143718 | -102733 | -29778 |
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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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