Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406362.7473 | 210915.2489 | 195447.4984 | 792956.0877 | 500349.2484 | 292606.8392 |
Total P&L (%) | 406.3627 | 210.9152 | 195.4475 | 792.9561 | 500.3492 | 292.6068 |
Avg Daily Profit (%) | 0.3988 | 0.207 | 0.1918 | 0.2151 | 0.176 | 0.1343 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98610 | -58488 | -79836 | -810715 | -591760 | -327749 |
Profit Factor | 1.6881 | 1.6417 | 1.7464 | 1.3801 | 1.3905 | 1.3636 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 72 | 29 | 43 | 72 | 29 | 43 |
Losing Trades | 102 | 58 | 44 | 102 | 58 | 44 |
Profitability (%) | 41.3793 | 33.3333 | 49.4253 | 41.3793 | 33.3333 | 49.4253 |
Ratio Avg Win / Avg Loss | 2.3915 | 3.2834 | 1.787 | 1.9552 | 2.781 | 1.3954 |
Largest Winning Trade | 177208 | 177208 | 37337 | 851567 | 851567 | 130644 |
Largest Losing Trade | -29962 | -14045 | -29962 | -184366 | -184366 | -103213 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 28 | 32 | 25 | 28 | 32 | 25 |
Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
Bars Traded | 2890 | 1476 | 1414 | 2890 | 1476 | 1414 |
Profit Streak | 26.1263 | 26.1263 | 55.4596 | 26.1263 | 26.1263 | 55.4596 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409453 | 173023 | 416768 | 313437 | 129516 | -12546 |
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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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