Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 925574.9786 | 788682.0497 | 136892.929 | 1033896.8282 | 97529.3187 | 936367.5094 |
Total P&L (%) | 925.575 | 788.6821 | 136.8929 | 1033.8968 | 97.5293 | 936.3675 |
Avg Daily Profit (%) | 0.382 | 0.3255 | 0.0565 | 0.1003 | 0.0281 | 0.0966 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167571 | -79534 | -119495 | -941644 | -974655 | -492426 |
Profit Factor | 2.2621 | 3.1342 | 1.3763 | 1.2106 | 1.0356 | 1.4319 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Losing Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Profitability (%) | 55.2239 | 56.7164 | 53.7313 | 55.2239 | 56.7164 | 53.7313 |
Ratio Avg Win / Avg Loss | 1.8341 | 2.3919 | 1.1851 | 0.9816 | 0.7903 | 1.233 |
Largest Winning Trade | 537383 | 537383 | 58850 | 534401 | 534401 | 399473 |
Largest Losing Trade | -49552 | -37581 | -49552 | -363694 | -337978 | -363694 |
Avg Bars in Trades | 34 | 29 | 40 | 34 | 29 | 40 |
Avg Bars in Winners | 40 | 29 | 52 | 40 | 29 | 52 |
Avg Bars in Losers | 27 | 28 | 25 | 27 | 28 | 25 |
Bars Traded | 4647 | 1954 | 2693 | 4647 | 1954 | 2693 |
Profit Streak | 0 | 0 | 23.8739 | 0 | 0 | 23.8739 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 537532 | -100432 | -232578 | -59797 | -453923 | -178416 |
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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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