Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341805.2721 | 145469.5418 | 196335.7303 | 1173921.9158 | 259745.5696 | 914176.3463 |
Total P&L (%) | 341.8053 | 145.4695 | 196.3357 | 1173.9219 | 259.7456 | 914.1763 |
Avg Daily Profit (%) | 0.3049 | 0.1298 | 0.1751 | 0.2273 | 0.1143 | 0.2069 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65282 | -42151 | -38231 | -1134668 | -745696 | -606945 |
Profit Factor | 2.2755 | 1.94 | 2.7342 | 1.5761 | 1.2169 | 2.0881 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 60 | 55 | 65 | 60 | 55 | 65 |
Ratio Avg Win / Avg Loss | 1.517 | 1.5872 | 1.4723 | 1.0507 | 0.9957 | 1.1244 |
Largest Winning Trade | 51381 | 51381 | 43564 | 453105 | 443735 | 453105 |
Largest Losing Trade | -34138 | -24115 | -34138 | -289428 | -239914 | -289428 |
Avg Bars in Trades | 53 | 54 | 53 | 53 | 54 | 53 |
Avg Bars in Winners | 55 | 43 | 65 | 55 | 43 | 65 |
Avg Bars in Losers | 51 | 67 | 31 | 51 | 67 | 31 |
Bars Traded | 4297 | 2166 | 2131 | 4297 | 2166 | 2131 |
Profit Streak | 45.3723 | 45.3723 | 55.6223 | 45.3723 | 45.3723 | 55.6223 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -8366 | -14865 | 505766 | -11173 | -41305 | 485643 |
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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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