Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362649.3246 | 227828.188 | 134821.1366 | 1052276.7609 | 710792.3943 | 341484.3666 |
Total P&L (%) | 362.6493 | 227.8282 | 134.8211 | 1052.2768 | 710.7924 | 341.4844 |
Avg Daily Profit (%) | 0.3481 | 0.2187 | 0.1294 | 0.2349 | 0.2011 | 0.1427 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39191 | -55854 | -29848 | -397345 | -138423 | -374436 |
Profit Factor | 2.1509 | 2.2045 | 2.0704 | 1.6993 | 1.9179 | 1.4675 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 72 | 40 | 32 | 72 | 40 | 32 |
Profitability (%) | 36.8421 | 29.8246 | 43.8596 | 36.8421 | 29.8246 | 43.8596 |
Ratio Avg Win / Avg Loss | 3.6873 | 5.1871 | 2.6502 | 2.9131 | 4.5127 | 1.8784 |
Largest Winning Trade | 111975 | 111975 | 46823 | 334352 | 334352 | 216946 |
Largest Losing Trade | -16917 | -16917 | -13460 | -109460 | -95653 | -109460 |
Avg Bars in Trades | 214 | 244 | 184 | 214 | 244 | 184 |
Avg Bars in Winners | 360 | 471 | 285 | 360 | 471 | 285 |
Avg Bars in Losers | 128 | 147 | 105 | 128 | 147 | 105 |
Bars Traded | 24442 | 13914 | 10528 | 24442 | 13914 | 10528 |
Profit Streak | 34.2099 | 34.2099 | 40.2516 | 34.2099 | 34.2099 | 40.2516 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329684 | -176366 | -198194 | 278472 | -176653 | -182270 |
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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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