Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 457410.8266 | 319268.3843 | 138142.4423 | 1388855.2403 | 682232.42 | 706622.8203 |
Total P&L (%) | 457.4108 | 319.2684 | 138.1424 | 1388.8552 | 682.2324 | 706.6228 |
Avg Daily Profit (%) | 0.2075 | 0.1448 | 0.0627 | 0.1226 | 0.0933 | 0.0947 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77553 | -79499 | -88954 | -347801 | -293826 | -144432 |
Profit Factor | 2.2089 | 2.9824 | 1.6356 | 1.9948 | 1.9456 | 2.0475 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 41.4894 | 38.2979 | 44.6809 | 41.4894 | 38.2979 | 44.6809 |
Ratio Avg Win / Avg Loss | 3.1151 | 4.805 | 2.0251 | 2.8132 | 3.1346 | 2.535 |
Largest Winning Trade | 138906 | 138906 | 54686 | 510190 | 448307 | 510190 |
Largest Losing Trade | -30027 | -18777 | -30027 | -203948 | -203948 | -143048 |
Avg Bars in Trades | 65 | 56 | 74 | 65 | 56 | 74 |
Avg Bars in Winners | 117 | 98 | 133 | 117 | 98 | 133 |
Avg Bars in Losers | 28 | 30 | 27 | 28 | 30 | 27 |
Bars Traded | 6173 | 2662 | 3511 | 6173 | 2662 | 3511 |
Profit Streak | 86.9473 | 121.614 | 0 | 86.9473 | 121.614 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337950 | 88749 | -108151 | -27674 | -67745 | -64166 |
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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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