Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 655743.628 | 551585.0783 | 104158.5497 | 872330.4191 | 426097.8155 | 446232.6036 |
Total P&L (%) | 655.7436 | 551.5851 | 104.1586 | 872.3304 | 426.0978 | 446.2326 |
Avg Daily Profit (%) | 0.3516 | 0.2958 | 0.0558 | 0.122 | 0.0891 | 0.0911 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72953 | -62072 | -68887 | -1330113 | -977434 | -623113 |
Profit Factor | 2.3402 | 3.0994 | 1.4598 | 1.1698 | 1.1524 | 1.1907 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 34.6535 | 29.4118 | 40 | 34.6535 | 29.4118 | 40 |
Ratio Avg Win / Avg Loss | 4.413 | 7.4386 | 2.1897 | 2.206 | 2.7657 | 1.7861 |
Largest Winning Trade | 450483 | 450483 | 57541 | 1013649 | 1013649 | 378890 |
Largest Losing Trade | -33075 | -33075 | -15831 | -321277 | -321277 | -313351 |
Avg Bars in Trades | 53 | 42 | 63 | 53 | 42 | 63 |
Avg Bars in Winners | 116 | 100 | 128 | 116 | 100 | 128 |
Avg Bars in Losers | 19 | 18 | 21 | 19 | 18 | 21 |
Bars Traded | 5383 | 2188 | 3195 | 5383 | 2188 | 3195 |
Profit Streak | 18.5228 | 27.8562 | 0 | 18.5228 | 27.8562 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311516 | -175384 | -300113 | -67414 | -316027 | -264945 |
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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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