Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383860.1991 | 312753.9805 | 71106.2186 | 7835093.7563 | 3655907.37 | 4179186.3863 |
Total P&L (%) | 383.8602 | 312.754 | 71.1062 | 7835.0938 | 3655.9074 | 4179.1864 |
Avg Daily Profit (%) | 0.177 | 0.1442 | 0.0328 | 0.2019 | 0.1673 | 0.1733 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -346081 | -57102 | -334268 | -1322277 | -894813 | -829859 |
Profit Factor | 1.5139 | 2.2649 | 1.1423 | 3.187 | 2.9763 | 3.4118 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 70 | 32 | 38 | 70 | 33 | 37 |
Losing Trades | 27 | 16 | 11 | 27 | 15 | 12 |
Profitability (%) | 72.1649 | 66.6667 | 77.551 | 72.1649 | 68.75 | 75.5102 |
Ratio Avg Win / Avg Loss | 0.5839 | 1.1325 | 0.3307 | 1.2293 | 1.3529 | 1.1065 |
Largest Winning Trade | 60142 | 60142 | 47215 | 771302 | 699796 | 771302 |
Largest Losing Trade | -233890 | -35066 | -233890 | -685908 | -685908 | -594055 |
Avg Bars in Trades | 84 | 90 | 78 | 84 | 90 | 78 |
Avg Bars in Winners | 65 | 71 | 61 | 69 | 74 | 65 |
Avg Bars in Losers | 132 | 129 | 136 | 122 | 126 | 116 |
Bars Traded | 8181 | 4357 | 3824 | 8181 | 4357 | 3824 |
Profit Streak | 283.1409 | 340.3909 | 283.1409 | 283.1409 | 340.3909 | 283.1409 |
Trades During Streak | 14 | 8 | 7 | 14 | 8 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436462 | 228417 | -209672 | 648318 | 586622 | 650247 |
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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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