Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 591412.0605 | 355355.3823 | 236056.6781 | 1495559.0728 | -230589.451 | 1726148.5238 |
Total P&L (%) | 591.4121 | 355.3554 | 236.0567 | 1495.5591 | -230.5895 | 1726.1485 |
Avg Daily Profit (%) | 0.3277 | 0.1969 | 0.1308 | 0.1536 | 0 | 0.1611 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91693 | -73078 | -53799 | -1322126 | -1040990 | -795163 |
Profit Factor | 1.99 | 2.1196 | 1.8431 | 1.2207 | 0.9367 | 1.5504 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 46 | 18 | 28 | 46 | 18 | 28 |
Losing Trades | 75 | 43 | 32 | 75 | 43 | 32 |
Profitability (%) | 38.0165 | 29.5082 | 46.6667 | 38.0165 | 29.5082 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.2446 | 5.0636 | 2.1064 | 1.9903 | 2.2376 | 1.7719 |
Largest Winning Trade | 275007 | 275007 | 72463 | 835906 | 700624 | 835906 |
Largest Losing Trade | -32695 | -19600 | -32695 | -415525 | -332232 | -415525 |
Avg Bars in Trades | 87 | 70 | 104 | 87 | 70 | 104 |
Avg Bars in Winners | 155 | 136 | 167 | 155 | 136 | 167 |
Avg Bars in Losers | 45 | 43 | 48 | 45 | 43 | 48 |
Bars Traded | 10570 | 4328 | 6242 | 10570 | 4328 | 6242 |
Profit Streak | 40.5921 | 40.5921 | 81.4255 | 40.5921 | 40.5921 | 81.4255 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344089 | -159729 | -184451 | 179980 | -749355 | -159084 |
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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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