Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512747.9054 | 210447.7398 | 302300.1656 | 4436940.6227 | 1898398.3922 | 2538542.2305 |
Total P&L (%) | 512.7479 | 210.4477 | 302.3002 | 4436.9406 | 1898.3984 | 2538.5422 |
Avg Daily Profit (%) | 0.504 | 0.2069 | 0.2972 | 0.3757 | 0.2948 | 0.3222 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60961 | -63588 | -64418 | -639532 | -683591 | -222531 |
Profit Factor | 2.697 | 2.0943 | 3.7523 | 4.1401 | 2.8916 | 7.2005 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 65.5556 | 62.2222 | 68.8889 | 65.5556 | 62.2222 | 68.8889 |
Ratio Avg Win / Avg Loss | 1.4171 | 1.2716 | 1.6946 | 2.1753 | 1.7556 | 3.2518 |
Largest Winning Trade | 73698 | 73698 | 38300 | 1123333 | 1123333 | 724681 |
Largest Losing Trade | -46459 | -46459 | -27033 | -555164 | -555164 | -222531 |
Avg Bars in Trades | 125 | 146 | 104 | 125 | 146 | 104 |
Avg Bars in Winners | 96 | 103 | 90 | 96 | 103 | 90 |
Avg Bars in Losers | 180 | 217 | 135 | 180 | 217 | 135 |
Bars Traded | 11305 | 6596 | 4709 | 11305 | 6596 | 4709 |
Profit Streak | 53.55 | 99.55 | 53.55 | 53.55 | 99.55 | 53.55 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 672332 | 490950 | 677914 | 745531 | 628406 | 759969 |
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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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