Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456859.3933 | 150940.6034 | 305918.7899 | 2568255.8237 | 150130.3058 | 2418125.5178 |
Total P&L (%) | 456.8594 | 150.9406 | 305.9188 | 2568.2558 | 150.1303 | 2418.1255 |
Avg Daily Profit (%) | 0.3094 | 0.1022 | 0.2072 | 0.2226 | 0.0621 | 0.2187 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53746 | -71865 | -38285 | -1664618 | -1280064 | -794732 |
Profit Factor | 2.2902 | 1.7361 | 3.0527 | 1.5024 | 1.045 | 2.3609 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 61.2903 | 56.5217 | 65.9574 | 61.2903 | 56.5217 | 65.9574 |
Ratio Avg Win / Avg Loss | 1.4465 | 1.3354 | 1.5756 | 0.9489 | 0.8039 | 1.2185 |
Largest Winning Trade | 74737 | 74737 | 63037 | 1452341 | 792394 | 1452341 |
Largest Losing Trade | -28050 | -20710 | -28050 | -652198 | -652198 | -394278 |
Avg Bars in Trades | 61 | 48 | 73 | 61 | 48 | 73 |
Avg Bars in Winners | 64 | 38 | 85 | 64 | 38 | 85 |
Avg Bars in Losers | 56 | 60 | 50 | 56 | 60 | 50 |
Bars Traded | 5682 | 2221 | 3461 | 5682 | 2221 | 3461 |
Profit Streak | 16.6412 | 0 | 67.3912 | 16.6412 | 0 | 67.3912 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507232 | -53426 | 598820 | 366127 | -281755 | 529304 |
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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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