Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 761639.1648 | 584021.4957 | 177617.6691 | 2560288.9237 | 119181.6124 | 2441107.3113 |
Total P&L (%) | 761.6392 | 584.0215 | 177.6177 | 2560.2889 | 119.1816 | 2441.1073 |
Avg Daily Profit (%) | 0.3927 | 0.3012 | 0.0916 | 0.1693 | 0.0405 | 0.167 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73114 | -54216 | -30750 | -854153 | -861929 | -400980 |
Profit Factor | 3.0814 | 3.5277 | 2.3168 | 1.703 | 1.0444 | 3.5541 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 25 | 9 | 16 | 25 | 9 | 16 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 40.3226 | 29.0323 | 51.6129 | 40.3226 | 29.0323 | 51.6129 |
Ratio Avg Win / Avg Loss | 4.5604 | 8.6232 | 2.172 | 2.5204 | 2.5529 | 3.332 |
Largest Winning Trade | 377702 | 377702 | 59917 | 999025 | 801648 | 999025 |
Largest Losing Trade | -25218 | -25218 | -22563 | -547541 | -547541 | -236659 |
Avg Bars in Trades | 117 | 111 | 122 | 117 | 111 | 122 |
Avg Bars in Winners | 209 | 229 | 198 | 209 | 229 | 198 |
Avg Bars in Losers | 54 | 63 | 41 | 54 | 63 | 41 |
Bars Traded | 7254 | 3459 | 3795 | 7254 | 3459 | 3795 |
Profit Streak | 125.1938 | 125.1938 | 330.9438 | 125.1938 | 125.1938 | 330.9438 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146009 | 147632 | -65138 | -150579 | -320972 | 562500 |
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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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