Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 853628.7025 | 705106.4258 | 148522.2767 | 5211259.0823 | 4317517.4909 | 893741.5915 |
Total P&L (%) | 853.6287 | 705.1064 | 148.5223 | 5211.2591 | 4317.5175 | 893.7416 |
Avg Daily Profit (%) | 0.3689 | 0.3047 | 0.0642 | 0.1718 | 0.1638 | 0.0993 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93253 | -68438 | -97035 | -4581597 | -1496442 | -4026891 |
Profit Factor | 2.876 | 5.4758 | 1.4992 | 1.3395 | 1.8637 | 1.0863 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Profitability (%) | 62.7119 | 66.6667 | 58.6207 | 62.7119 | 66.6667 | 58.6207 |
Ratio Avg Win / Avg Loss | 1.71 | 2.7379 | 1.0583 | 0.7964 | 0.9319 | 0.7668 |
Largest Winning Trade | 300101 | 300101 | 77703 | 1906593 | 1770859 | 1906593 |
Largest Losing Trade | -58076 | -25637 | -58076 | -2821750 | -866450 | -2821750 |
Avg Bars in Trades | 135 | 58 | 214 | 135 | 58 | 214 |
Avg Bars in Winners | 186 | 69 | 323 | 186 | 69 | 323 |
Avg Bars in Losers | 50 | 37 | 60 | 50 | 37 | 60 |
Bars Traded | 7987 | 1755 | 6232 | 7987 | 1755 | 6232 |
Profit Streak | 0 | 0 | 137.9947 | 0 | 0 | 137.9947 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162880 | 690814 | -104303 | -171396 | 381635 | -185618 |
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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) |
---|