Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 613612.217 | 289537.4243 | 324074.7927 | 7008866.8648 | 3051799.8188 | 3957067.0459 |
Total P&L (%) | 613.6122 | 289.5374 | 324.0748 | 7008.8669 | 3051.7998 | 3957.067 |
Avg Daily Profit (%) | 0.5998 | 0.283 | 0.3168 | 0.4177 | 0.3379 | 0.3626 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44795 | -66050 | -50117 | -544839 | -583963 | -179875 |
Profit Factor | 2.6657 | 2.116 | 3.9748 | 4.493 | 2.9732 | 9.6039 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Profitability (%) | 62.1622 | 54.0541 | 70.2703 | 62.1622 | 54.0541 | 70.2703 |
Ratio Avg Win / Avg Loss | 1.6226 | 1.7986 | 1.6817 | 2.7349 | 2.5272 | 4.0632 |
Largest Winning Trade | 114828 | 114828 | 32351 | 2205130 | 2205130 | 1344107 |
Largest Losing Trade | -35683 | -35683 | -26030 | -348286 | -348286 | -179875 |
Avg Bars in Trades | 76 | 84 | 68 | 76 | 84 | 68 |
Avg Bars in Winners | 61 | 63 | 60 | 61 | 63 | 60 |
Avg Bars in Losers | 101 | 109 | 89 | 101 | 109 | 89 |
Bars Traded | 5686 | 3137 | 2549 | 5686 | 3137 | 2549 |
Profit Streak | 14.0336 | 0 | 101.7003 | 14.0336 | 0 | 101.7003 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49787 | 463891 | 708863 | -49005 | 555317 | 791434 |
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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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