Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 949300.2274 | 733270.1758 | 216030.0517 | 2852594.6559 | 432841.3777 | 2419753.2783 |
Total P&L (%) | 949.3002 | 733.2702 | 216.0301 | 2852.5947 | 432.8414 | 2419.7533 |
Avg Daily Profit (%) | 0.5912 | 0.4567 | 0.1345 | 0.2111 | 0.1043 | 0.2012 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80290 | -90452 | -65454 | -2465979 | -2657826 | -1365880 |
Profit Factor | 2.2544 | 2.7551 | 1.6373 | 1.2454 | 1.065 | 1.4869 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 69 | 28 | 41 | 69 | 28 | 41 |
Losing Trades | 83 | 48 | 35 | 83 | 48 | 35 |
Profitability (%) | 45.3947 | 36.8421 | 53.9474 | 45.3947 | 36.8421 | 53.9474 |
Ratio Avg Win / Avg Loss | 2.7118 | 4.723 | 1.3977 | 1.4981 | 1.8258 | 1.2693 |
Largest Winning Trade | 437157 | 437157 | 58730 | 1536622 | 1536622 | 783115 |
Largest Losing Trade | -46913 | -26817 | -46913 | -912572 | -729779 | -912572 |
Avg Bars in Trades | 125 | 102 | 148 | 125 | 102 | 148 |
Avg Bars in Winners | 190 | 161 | 210 | 190 | 161 | 210 |
Avg Bars in Losers | 70 | 67 | 74 | 70 | 67 | 74 |
Bars Traded | 19018 | 7765 | 11253 | 19018 | 7765 | 11253 |
Profit Streak | 49.2694 | 49.2694 | 58.6861 | 49.2694 | 49.2694 | 58.6861 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 579425 | -38522 | -59395 | 298972 | -255695 | -38694 |
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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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