Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 595051.4062 | 447746.5725 | 147304.8337 | 2005556.6521 | 317684.0193 | 1687872.6329 |
Total P&L (%) | 595.0514 | 447.7466 | 147.3048 | 2005.5567 | 317.684 | 1687.8726 |
Avg Daily Profit (%) | 0.3109 | 0.2339 | 0.077 | 0.1593 | 0.0747 | 0.1508 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63179 | -72839 | -65897 | -1002627 | -1091362 | -394938 |
Profit Factor | 2.578 | 3.4515 | 1.7576 | 1.5294 | 1.1361 | 2.1603 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 51.4706 | 50 | 52.9412 | 51.4706 | 50 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.4307 | 3.4515 | 1.5623 | 1.442 | 1.1361 | 1.9202 |
Largest Winning Trade | 228988 | 228988 | 56563 | 1033635 | 1033635 | 981928 |
Largest Losing Trade | -28924 | -21242 | -28924 | -588211 | -588211 | -207691 |
Avg Bars in Trades | 163 | 145 | 181 | 163 | 145 | 181 |
Avg Bars in Winners | 222 | 194 | 248 | 222 | 194 | 248 |
Avg Bars in Losers | 101 | 96 | 106 | 101 | 96 | 106 |
Bars Traded | 11125 | 4954 | 6171 | 11125 | 4954 | 6171 |
Profit Streak | 0 | 0 | 78.4409 | 0 | 0 | 78.4409 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99407 | 521829 | -85936 | -104133 | -163991 | 455342 |
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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) |
---|