Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 669791.9359 | 562554.711 | 107237.2248 | 699447.2929 | 659276.6041 | 40170.6888 |
Total P&L (%) | 669.7919 | 562.5547 | 107.2372 | 699.4473 | 659.2766 | 40.1707 |
Avg Daily Profit (%) | 0.2679 | 0.225 | 0.0429 | 0.0832 | 0.0811 | 0.0135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150851 | -151468 | -62463 | -1485573 | -1055146 | -712545 |
Profit Factor | 2.3546 | 3.1428 | 1.4624 | 1.2303 | 1.4115 | 1.028 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 36.7647 | 38.2353 | 35.2941 | 36.7647 | 38.2353 | 35.2941 |
Ratio Avg Win / Avg Loss | 4.0499 | 5.0768 | 2.681 | 2.1161 | 2.2801 | 1.8846 |
Largest Winning Trade | 455393 | 455393 | 59096 | 600267 | 600267 | 432634 |
Largest Losing Trade | -31264 | -28177 | -31264 | -317421 | -200220 | -317421 |
Avg Bars in Trades | 70 | 63 | 77 | 70 | 63 | 77 |
Avg Bars in Winners | 121 | 112 | 130 | 121 | 112 | 130 |
Avg Bars in Losers | 40 | 33 | 48 | 40 | 33 | 48 |
Bars Traded | 4784 | 2152 | 2632 | 4784 | 2152 | 2632 |
Profit Streak | 242.2252 | 242.2252 | 253.2252 | 242.2252 | 242.2252 | 253.2252 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104444 | 382924 | -138190 | -198254 | -85972 | -370395 |
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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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