Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 614383.3526 | 450462.2341 | 163921.1185 | 599334.8246 | 344820.1789 | 254514.6457 |
Total P&L (%) | 614.3834 | 450.4622 | 163.9211 | 599.3348 | 344.8202 | 254.5146 |
Avg Daily Profit (%) | 0.3859 | 0.283 | 0.103 | 0.1222 | 0.0938 | 0.0795 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132982 | -82038 | -112254 | -877996 | -663153 | -318698 |
Profit Factor | 2.0735 | 2.5564 | 1.5794 | 1.2536 | 1.2777 | 1.2269 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 55.4348 | 52.1739 | 58.6957 | 55.4348 | 52.1739 | 58.6957 |
Ratio Avg Win / Avg Loss | 1.6669 | 2.3434 | 1.1114 | 1.0078 | 1.1712 | 0.8633 |
Largest Winning Trade | 316837 | 316837 | 35666 | 358300 | 358300 | 191820 |
Largest Losing Trade | -68256 | -45320 | -68256 | -325390 | -325390 | -313453 |
Avg Bars in Trades | 66 | 72 | 59 | 66 | 72 | 59 |
Avg Bars in Winners | 57 | 60 | 55 | 57 | 60 | 55 |
Avg Bars in Losers | 76 | 85 | 65 | 76 | 85 | 65 |
Bars Traded | 6078 | 3341 | 2737 | 6078 | 3341 | 2737 |
Profit Streak | 40.7023 | 40.7023 | 139.2023 | 40.7023 | 40.7023 | 139.2023 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 558221 | 507898 | -51175 | -27658 | -66896 | -86246 |
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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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