Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 507051.638 | 329680.6139 | 177371.0241 | 1494993.0445 | 737207.5252 | 757785.5193 |
Total P&L (%) | 507.0516 | 329.6806 | 177.371 | 1494.993 | 737.2075 | 757.7855 |
Avg Daily Profit (%) | 0.2864 | 0.1862 | 0.1002 | 0.1566 | 0.1201 | 0.1215 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84986 | -64775 | -65846 | -3629583 | -2304784 | -2762974 |
Profit Factor | 2.2651 | 2.9553 | 1.7639 | 1.1585 | 1.1974 | 1.1329 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 47.3684 | 51.0638 | 43.75 | 47.3684 | 51.0638 | 43.75 |
Ratio Avg Win / Avg Loss | 2.5168 | 2.8322 | 2.2679 | 1.2872 | 1.1475 | 1.4566 |
Largest Winning Trade | 152898 | 152898 | 71232 | 1644800 | 1644800 | 1521587 |
Largest Losing Trade | -40880 | -20281 | -40880 | -2128184 | -556951 | -2128184 |
Avg Bars in Trades | 101 | 97 | 104 | 101 | 97 | 104 |
Avg Bars in Winners | 166 | 142 | 192 | 166 | 142 | 192 |
Avg Bars in Losers | 42 | 50 | 35 | 42 | 50 | 35 |
Bars Traded | 9601 | 4580 | 5021 | 9601 | 4580 | 5021 |
Profit Streak | 0 | 18.9651 | 0 | 0 | 18.9651 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443451 | 501340 | -58215 | -39310 | -34819 | -107051 |
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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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