Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 638606.3606 | 520941.5582 | 117664.8024 | 674807.6825 | -56792.3697 | 731600.0523 |
Total P&L (%) | 638.6064 | 520.9416 | 117.6648 | 674.8077 | -56.7924 | 731.6001 |
Avg Daily Profit (%) | 0.3358 | 0.2739 | 0.0619 | 0.1077 | -0.0441 | 0.1114 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132789 | -150964 | -34613 | -2444756 | -2531113 | -80057 |
Profit Factor | 2.3497 | 2.3005 | 2.6209 | 1.2087 | 0.9812 | 4.5399 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 52.6882 | 50 | 55.3191 | 52.6882 | 50 | 55.3191 |
Ratio Avg Win / Avg Loss | 2.1099 | 2.3005 | 2.1169 | 1.0853 | 0.9812 | 3.6668 |
Largest Winning Trade | 257414 | 257414 | 43018 | 869255 | 869255 | 343374 |
Largest Losing Trade | -83413 | -83413 | -13375 | -1597514 | -1597514 | -67171 |
Avg Bars in Trades | 72 | 127 | 19 | 72 | 127 | 19 |
Avg Bars in Winners | 70 | 114 | 32 | 70 | 114 | 32 |
Avg Bars in Losers | 74 | 139 | 2 | 74 | 139 | 2 |
Bars Traded | 6742 | 5844 | 897 | 6742 | 5844 | 897 |
Profit Streak | 621.2341 | 621.2341 | 627.2341 | 621.2341 | 621.2341 | 627.2341 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 561688 | 493424 | -103316 | -47328 | -580121 | -34355 |
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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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