Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 749813.6429 | 488998.4424 | 260815.2005 | 9823201.3171 | 3318191.4903 | 6505009.8268 |
Total P&L (%) | 749.8136 | 488.9984 | 260.8152 | 9823.2013 | 3318.1915 | 6505.0098 |
Avg Daily Profit (%) | 0.3601 | 0.2348 | 0.1252 | 0.221 | 0.1697 | 0.2014 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61110 | -76545 | -42835 | -8944424 | -6079228 | -3929092 |
Profit Factor | 1.9683 | 2.2499 | 1.6807 | 1.2212 | 1.141 | 1.3115 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Losing Trades | 140 | 73 | 67 | 140 | 73 | 67 |
Profitability (%) | 39.1304 | 36.5217 | 41.7391 | 39.1304 | 36.5217 | 41.7391 |
Ratio Avg Win / Avg Loss | 3.0618 | 3.9106 | 2.346 | 1.8996 | 1.9832 | 1.8306 |
Largest Winning Trade | 119811 | 119811 | 51874 | 5679879 | 5679879 | 2248686 |
Largest Losing Trade | -21121 | -21121 | -20181 | -1794014 | -1794014 | -1360201 |
Avg Bars in Trades | 107 | 99 | 114 | 107 | 99 | 114 |
Avg Bars in Winners | 173 | 176 | 171 | 173 | 176 | 171 |
Avg Bars in Losers | 64 | 56 | 73 | 64 | 56 | 73 |
Bars Traded | 24627 | 11495 | 13132 | 24627 | 11495 | 13132 |
Profit Streak | 24.5763 | 24.5763 | 28.8263 | 24.5763 | 24.5763 | 28.8263 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401348 | 261179 | -25554 | 249640 | -61438 | 230191 |
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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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