Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556408.1397 | 370992.4639 | 185415.6757 | 1344875.3367 | 953318.042 | 391557.2947 |
Total P&L (%) | 556.4081 | 370.9925 | 185.4157 | 1344.8753 | 953.318 | 391.5573 |
Avg Daily Profit (%) | 0.2899 | 0.1933 | 0.0966 | 0.1392 | 0.1228 | 0.083 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132029 | -124510 | -78948 | -335651 | -197415 | -255063 |
Profit Factor | 2.4663 | 2.5944 | 2.2633 | 2.261 | 2.906 | 1.6913 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 51.7241 | 51.7241 | 51.7241 | 51.7241 | 51.7241 | 51.7241 |
Ratio Avg Win / Avg Loss | 2.3019 | 2.4215 | 2.1124 | 2.1102 | 2.7123 | 1.5786 |
Largest Winning Trade | 122789 | 122789 | 52154 | 495740 | 460537 | 495740 |
Largest Losing Trade | -55921 | -55921 | -43993 | -167587 | -156325 | -167587 |
Avg Bars in Trades | 94 | 117 | 70 | 94 | 117 | 70 |
Avg Bars in Winners | 107 | 128 | 85 | 107 | 128 | 85 |
Avg Bars in Losers | 80 | 106 | 54 | 80 | 106 | 54 |
Bars Traded | 5463 | 3416 | 2047 | 5463 | 3416 | 2047 |
Profit Streak | 37.7368 | 37.7368 | 59.4035 | 37.7368 | 37.7368 | 59.4035 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164781 | 476083 | -58963 | -180719 | -22460 | -78204 |
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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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