Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446680.6988 | 261347.0857 | 185333.6131 | 1317087.431 | 1136591.5415 | 180495.8894 |
Total P&L (%) | 446.6807 | 261.3471 | 185.3336 | 1317.0874 | 1136.5915 | 180.4959 |
Avg Daily Profit (%) | 0.3282 | 0.192 | 0.1362 | 0.195 | 0.1849 | 0.0758 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77530 | -70164 | -96273 | -746492 | -586840 | -485567 |
Profit Factor | 1.6639 | 1.7823 | 1.5471 | 1.3388 | 1.6 | 1.0906 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Profitability (%) | 43.7956 | 42.6471 | 44.9275 | 43.7956 | 42.6471 | 44.9275 |
Ratio Avg Win / Avg Loss | 2.1354 | 2.3969 | 1.8965 | 1.7181 | 2.1517 | 1.3368 |
Largest Winning Trade | 57098 | 57098 | 53197 | 384657 | 384657 | 214072 |
Largest Losing Trade | -31049 | -18160 | -31049 | -261827 | -228052 | -261827 |
Avg Bars in Trades | 58 | 51 | 64 | 58 | 51 | 64 |
Avg Bars in Winners | 88 | 72 | 102 | 88 | 72 | 102 |
Avg Bars in Losers | 34 | 35 | 34 | 34 | 35 | 34 |
Bars Traded | 7962 | 3484 | 4478 | 7962 | 3484 | 4478 |
Profit Streak | 14.7172 | 62.8839 | 14.7172 | 14.7172 | 62.8839 | 14.7172 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392096 | -99996 | -111898 | 304205 | -99991 | -316001 |
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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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