Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 793913.854 | 716058.9764 | 77854.8776 | 137479.2545 | 70297.347 | 67181.9075 |
Total P&L (%) | 793.9139 | 716.059 | 77.8549 | 137.4793 | 70.2973 | 67.1819 |
Avg Daily Profit (%) | 0.4935 | 0.4451 | 0.0484 | 0.0538 | 0.0331 | 0.032 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135030 | -116722 | -126000 | -1357702 | -765661 | -1249925 |
Profit Factor | 1.9627 | 2.5029 | 1.2236 | 1.032 | 1.0311 | 1.0329 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 48 | 17 | 31 | 48 | 17 | 31 |
Losing Trades | 70 | 42 | 28 | 70 | 42 | 28 |
Profitability (%) | 40.678 | 28.8136 | 52.5424 | 40.678 | 28.8136 | 52.5424 |
Ratio Avg Win / Avg Loss | 2.8622 | 6.1836 | 1.1052 | 1.5049 | 2.5474 | 0.933 |
Largest Winning Trade | 512877 | 512877 | 36661 | 443786 | 443786 | 371960 |
Largest Losing Trade | -63802 | -39928 | -63802 | -785105 | -286305 | -785105 |
Avg Bars in Trades | 52 | 53 | 51 | 52 | 53 | 51 |
Avg Bars in Winners | 77 | 92 | 69 | 77 | 92 | 69 |
Avg Bars in Losers | 35 | 38 | 31 | 35 | 38 | 31 |
Bars Traded | 6209 | 3175 | 3034 | 6209 | 3175 | 3034 |
Profit Streak | 49.786 | 49.786 | 101.286 | 49.786 | 49.786 | 101.286 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445650 | -174497 | -303657 | -307265 | -523308 | -511363 |
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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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