Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342191.9715 | 261105.3929 | 81086.5786 | 435590.9529 | 343702.6418 | 91888.3111 |
Total P&L (%) | 342.192 | 261.1054 | 81.0866 | 435.591 | 343.7026 | 91.8883 |
Avg Daily Profit (%) | 0.2401 | 0.1832 | 0.0569 | 0.1178 | 0.1046 | 0.0457 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76057 | -49988 | -43636 | -747837 | -550690 | -320885 |
Profit Factor | 1.6991 | 1.9937 | 1.3577 | 1.2035 | 1.3046 | 1.0908 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 56.8421 | 51.0638 | 62.5 | 56.8421 | 51.0638 | 62.5 |
Ratio Avg Win / Avg Loss | 1.2901 | 1.9107 | 0.8146 | 0.9138 | 1.2503 | 0.6545 |
Largest Winning Trade | 89291 | 89291 | 24974 | 398003 | 398003 | 185628 |
Largest Losing Trade | -38347 | -33004 | -38347 | -354080 | -354080 | -220390 |
Avg Bars in Trades | 80 | 108 | 54 | 80 | 108 | 54 |
Avg Bars in Winners | 81 | 118 | 52 | 81 | 118 | 52 |
Avg Bars in Losers | 79 | 98 | 56 | 79 | 98 | 56 |
Bars Traded | 7691 | 5092 | 2599 | 7691 | 5092 | 2599 |
Profit Streak | 12.9543 | 12.9543 | 81.121 | 12.9543 | 12.9543 | 81.121 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457832 | 435394 | -115089 | -35216 | -52379 | -251053 |
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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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