Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 471922.1166 | 310649.4697 | 161272.6468 | 148156.2904 | 176631.8479 | -28475.5575 |
Total P&L (%) | 471.9221 | 310.6495 | 161.2726 | 148.1563 | 176.6318 | -28.4756 |
Avg Daily Profit (%) | 0.453 | 0.2982 | 0.1548 | 0.0873 | 0.0977 | -0.0322 |
Buy And Hold Return (%) | 22.0155 | 22.0155 | 22.0155 | 22.0155 | 22.0155 | 22.0155 |
Max Trade Drawdown | -96941 | -62464 | -96941 | -145408 | -114676 | -147023 |
Profit Factor | 2.0567 | 2.8229 | 1.5839 | 1.2902 | 2.0963 | 0.9185 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 101 | 48 | 53 | 101 | 48 | 53 |
Losing Trades | 25 | 15 | 10 | 25 | 15 | 10 |
Profitability (%) | 80.1587 | 76.1905 | 84.127 | 80.1587 | 76.1905 | 84.127 |
Ratio Avg Win / Avg Loss | 0.5091 | 0.8822 | 0.2989 | 0.3194 | 0.6551 | 0.1733 |
Largest Winning Trade | 31069 | 31069 | 24486 | 40970 | 40029 | 40970 |
Largest Losing Trade | -96941 | -40108 | -96941 | -145408 | -85632 | -145408 |
Avg Bars in Trades | 194 | 218 | 171 | 194 | 218 | 171 |
Avg Bars in Winners | 122 | 132 | 113 | 122 | 132 | 113 |
Avg Bars in Losers | 485 | 490 | 478 | 485 | 490 | 478 |
Bars Traded | 24556 | 13741 | 10815 | 24556 | 13741 | 10815 |
Profit Streak | 25.2431 | 25.2431 | 40.9515 | 25.2431 | 25.2431 | 40.9515 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 609691 | -131190 | -134015 | -72221 | -203554 | -722180 |
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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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