Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560468.2073 | 408755.9947 | 151712.2127 | 3943234.0519 | 1595990.4288 | 2347243.6231 |
Total P&L (%) | 560.4682 | 408.756 | 151.7122 | 3943.2341 | 1595.9904 | 2347.2436 |
Avg Daily Profit (%) | 0.4541 | 0.3312 | 0.1229 | 0.3002 | 0.2296 | 0.2594 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114870 | -93677 | -50186 | -4990392 | -4641900 | -1519372 |
Profit Factor | 1.9349 | 1.9637 | 1.8652 | 1.2908 | 1.1611 | 1.643 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 127 | 61 | 66 | 127 | 61 | 66 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 68.6486 | 66.3043 | 70.9677 | 68.6486 | 66.3043 | 70.9677 |
Ratio Avg Win / Avg Loss | 0.8837 | 0.998 | 0.763 | 0.5895 | 0.5901 | 0.6721 |
Largest Winning Trade | 102615 | 102615 | 15934 | 841877 | 841877 | 538636 |
Largest Losing Trade | -42008 | -42008 | -31740 | -1487424 | -1487424 | -954892 |
Avg Bars in Trades | 76 | 134 | 19 | 76 | 134 | 19 |
Avg Bars in Winners | 51 | 88 | 17 | 51 | 88 | 17 |
Avg Bars in Losers | 132 | 226 | 23 | 132 | 226 | 23 |
Bars Traded | 14183 | 12405 | 1779 | 14183 | 12405 | 1779 |
Profit Streak | 13.4667 | 13.4667 | 42.8833 | 13.4667 | 13.4667 | 42.8833 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 575740 | 445690 | -24196 | 437103 | -34022 | 462019 |
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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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