Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 487588.1391 | 212078.8518 | 275509.2873 | 3618908.3381 | 1620639.0022 | 1998269.3359 |
Total P&L (%) | 487.5881 | 212.0789 | 275.5093 | 3618.9083 | 1620.639 | 1998.2693 |
Avg Daily Profit (%) | 0.4766 | 0.2073 | 0.2693 | 0.3541 | 0.2785 | 0.298 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49131 | -54089 | -45556 | -652885 | -652885 | -470342 |
Profit Factor | 2.5333 | 2.0377 | 3.4248 | 2.7308 | 2.18 | 3.7852 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Losing Trades | 35 | 22 | 13 | 35 | 22 | 13 |
Profitability (%) | 63.5417 | 54.1667 | 72.9167 | 63.5417 | 54.1667 | 72.9167 |
Ratio Avg Win / Avg Loss | 1.4535 | 1.7242 | 1.2721 | 1.5669 | 1.8446 | 1.4059 |
Largest Winning Trade | 73554 | 73554 | 30364 | 1242507 | 1242507 | 651537 |
Largest Losing Trade | -49131 | -49131 | -37914 | -652885 | -652885 | -380006 |
Avg Bars in Trades | 39 | 47 | 31 | 39 | 47 | 31 |
Avg Bars in Winners | 29 | 30 | 28 | 29 | 30 | 28 |
Avg Bars in Losers | 57 | 67 | 40 | 57 | 67 | 40 |
Bars Traded | 3793 | 2264 | 1529 | 3793 | 2264 | 1529 |
Profit Streak | 97.7759 | 102.5259 | 97.7759 | 97.7759 | 102.5259 | 97.7759 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 621858 | 488877 | 651932 | 652881 | 535676 | 688505 |
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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) |
---|