Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218922.3615 | 250989.3936 | -32067.032 | 14322105.231 | 5492003.649 | 8830101.5819 |
Total P&L (%) | 218.9224 | 250.9894 | -32.067 | 14322.1052 | 5492.0036 | 8830.1016 |
Avg Daily Profit (%) | 0.1006 | 0.1153 | -0.0147 | 0.2286 | 0.185 | 0.2066 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -430800 | -74734 | -421088 | -3176648 | -3020876 | -1291982 |
Profit Factor | 1.2794 | 2.0291 | 0.9406 | 2.8195 | 2.1478 | 3.8606 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 20 | 13 | 7 | 20 | 13 | 7 |
Profitability (%) | 75.3086 | 67.5 | 82.9268 | 75.3086 | 67.5 | 82.9268 |
Ratio Avg Win / Avg Loss | 0.4195 | 0.977 | 0.1936 | 0.9244 | 1.0341 | 0.7948 |
Largest Winning Trade | 64976 | 64976 | 39277 | 1472419 | 1472419 | 1468750 |
Largest Losing Trade | -306436 | -37065 | -306436 | -1466022 | -1466022 | -697362 |
Avg Bars in Trades | 100 | 117 | 85 | 100 | 117 | 85 |
Avg Bars in Winners | 63 | 72 | 57 | 69 | 79 | 61 |
Avg Bars in Losers | 214 | 209 | 221 | 197 | 195 | 201 |
Bars Traded | 8179 | 4681 | 3498 | 8179 | 4681 | 3498 |
Profit Streak | 290.7619 | 350.2619 | 290.7619 | 290.7619 | 350.2619 | 290.7619 |
Trades During Streak | 14 | 8 | 7 | 14 | 8 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71590 | -34267 | -575134 | -270 | 526431 | 645065 |
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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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