Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 828320.9893 | 631576.9561 | 196744.0333 | 2464841.0294 | 40918.0677 | 2423922.9618 |
Total P&L (%) | 828.321 | 631.577 | 196.744 | 2464.841 | 40.9181 | 2423.923 |
Avg Daily Profit (%) | 0.4278 | 0.3262 | 0.1016 | 0.1677 | 0.0177 | 0.1669 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143974 | -115159 | -54329 | -3517062 | -2877368 | -1447782 |
Profit Factor | 2.5217 | 2.8577 | 1.9627 | 1.2804 | 1.0075 | 1.7281 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 48.0392 | 41.1765 | 54.902 | 48.0392 | 41.1765 | 54.902 |
Ratio Avg Win / Avg Loss | 2.7276 | 4.0825 | 1.6122 | 1.3849 | 1.4393 | 1.4195 |
Largest Winning Trade | 405829 | 405829 | 51598 | 1914438 | 1914438 | 1209638 |
Largest Losing Trade | -41842 | -41842 | -28654 | -1414149 | -1414149 | -783066 |
Avg Bars in Trades | 213 | 278 | 147 | 213 | 278 | 147 |
Avg Bars in Winners | 262 | 394 | 163 | 262 | 394 | 163 |
Avg Bars in Losers | 167 | 197 | 127 | 167 | 197 | 127 |
Bars Traded | 21755 | 14226 | 7527 | 21755 | 14226 | 7527 |
Profit Streak | 82.1725 | 85.5059 | 0 | 82.1725 | 85.5059 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 534918 | -167953 | -233011 | 280531 | -566137 | -169500 |
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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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