Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 784437.5746 | 625568.6329 | 158868.9418 | 1403496.4225 | -984625.3019 | 2388121.7244 |
Total P&L (%) | 784.4376 | 625.5686 | 158.8689 | 1403.4964 | -984.6253 | 2388.1217 |
Avg Daily Profit (%) | 0.332 | 0.2648 | 0.0672 | 0.1148 | 0 | 0.1361 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98344 | -73670 | -123069 | -2003630 | -2312847 | -779437 |
Profit Factor | 1.9967 | 2.6798 | 1.3832 | 1.1425 | 0.8247 | 1.5645 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 74 | 31 | 43 | 74 | 31 | 43 |
Losing Trades | 76 | 44 | 32 | 76 | 44 | 32 |
Profitability (%) | 49.3333 | 41.3333 | 57.3333 | 49.3333 | 41.3333 | 57.3333 |
Ratio Avg Win / Avg Loss | 2.0507 | 3.8035 | 1.0293 | 1.1734 | 1.1706 | 1.1643 |
Largest Winning Trade | 268964 | 268964 | 68523 | 907797 | 784240 | 907797 |
Largest Losing Trade | -58694 | -32972 | -58694 | -1073956 | -1073956 | -615995 |
Avg Bars in Trades | 30 | 22 | 39 | 30 | 22 | 39 |
Avg Bars in Winners | 42 | 35 | 47 | 42 | 35 | 47 |
Avg Bars in Losers | 19 | 12 | 28 | 19 | 12 | 28 |
Bars Traded | 4594 | 1655 | 2939 | 4594 | 1655 | 2939 |
Profit Streak | 0 | 0 | 20.284 | 0 | 0 | 20.284 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 485532 | -46347 | -157728 | -102565 | -639162 | -64344 |
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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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