Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327507.5143 | 289008.2398 | 38499.2745 | 965806.757 | 532576.1569 | 433230.6001 |
Total P&L (%) | 327.5075 | 289.0082 | 38.4993 | 965.8068 | 532.5762 | 433.2306 |
Avg Daily Profit (%) | 0.2653 | 0.2341 | 0.0312 | 0.1919 | 0.1495 | 0.1357 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147352 | -54284 | -186734 | -384345 | -400397 | -310063 |
Profit Factor | 1.5975 | 2.7603 | 1.1003 | 1.7575 | 1.9434 | 1.6098 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 87 | 41 | 46 | 79 | 38 | 41 |
Losing Trades | 20 | 12 | 8 | 28 | 15 | 13 |
Profitability (%) | 81.3084 | 77.3585 | 85.1852 | 73.8318 | 71.6981 | 75.9259 |
Ratio Avg Win / Avg Loss | 0.3672 | 0.8079 | 0.1914 | 0.6229 | 0.7671 | 0.5104 |
Largest Winning Trade | 29930 | 29930 | 26410 | 157727 | 140331 | 157727 |
Largest Losing Trade | -134296 | -52044 | -134296 | -384345 | -384345 | -179874 |
Avg Bars in Trades | 43 | 49 | 38 | 43 | 49 | 38 |
Avg Bars in Winners | 22 | 23 | 21 | 28 | 29 | 28 |
Avg Bars in Losers | 136 | 138 | 133 | 86 | 101 | 69 |
Bars Traded | 4688 | 2630 | 2058 | 4688 | 2630 | 2058 |
Profit Streak | 14.4346 | 14.4346 | 28.4346 | 14.4346 | 14.4346 | 28.4346 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 521480 | -165514 | -440133 | 492018 | -168747 | -187321 |
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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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