Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 689325.7096 | 535307.658 | 154018.0517 | 2881566.2417 | 1331250.8718 | 1550315.3699 |
Total P&L (%) | 689.3257 | 535.3077 | 154.0181 | 2881.5662 | 1331.2509 | 1550.3154 |
Avg Daily Profit (%) | 0.2745 | 0.2131 | 0.0613 | 0.1353 | 0.106 | 0.1117 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135856 | -150743 | -33198 | -3286974 | -3527443 | -900126 |
Profit Factor | 2.4973 | 2.4355 | 2.761 | 1.3057 | 1.1723 | 1.9109 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 66.2921 | 65.9091 | 66.6667 | 66.2921 | 65.9091 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.2698 | 1.2597 | 1.3805 | 0.6639 | 0.6064 | 0.9554 |
Largest Winning Trade | 203705 | 203705 | 35903 | 2045721 | 2045721 | 518541 |
Largest Losing Trade | -52876 | -52876 | -19535 | -1944314 | -1944314 | -685496 |
Avg Bars in Trades | 160 | 307 | 16 | 160 | 307 | 16 |
Avg Bars in Winners | 117 | 221 | 17 | 117 | 221 | 17 |
Avg Bars in Losers | 244 | 474 | 15 | 244 | 474 | 15 |
Bars Traded | 14292 | 13538 | 754 | 14292 | 13538 | 754 |
Profit Streak | 72.5339 | 72.5339 | 563.8673 | 72.5339 | 72.5339 | 563.8673 |
Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 587727 | 516901 | -102976 | -9573 | -80997 | -38712 |
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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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