Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397384.825 | 291105.3468 | 106279.4782 | 129672.3289 | 110155.228 | 19517.1009 |
Total P&L (%) | 397.3848 | 291.1053 | 106.2795 | 129.6723 | 110.1552 | 19.5171 |
Avg Daily Profit (%) | 0.2242 | 0.1642 | 0.06 | 0.0469 | 0.0419 | 0.0101 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153542 | -119256 | -95574 | -415388 | -273705 | -175795 |
Profit Factor | 1.6912 | 1.9539 | 1.394 | 1.1362 | 1.2163 | 1.044 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 48.1928 | 43.9024 | 52.381 | 48.1928 | 43.9024 | 52.381 |
Ratio Avg Win / Avg Loss | 1.818 | 2.4966 | 1.2672 | 1.2214 | 1.5542 | 0.9491 |
Largest Winning Trade | 241295 | 241295 | 72620 | 186723 | 186723 | 105415 |
Largest Losing Trade | -35486 | -35486 | -32398 | -117325 | -75840 | -117325 |
Avg Bars in Trades | 58 | 61 | 55 | 58 | 61 | 55 |
Avg Bars in Winners | 74 | 87 | 63 | 74 | 87 | 63 |
Avg Bars in Losers | 44 | 41 | 46 | 44 | 41 | 46 |
Bars Traded | 4863 | 2536 | 2327 | 4863 | 2536 | 2327 |
Profit Streak | 41.8904 | 41.8904 | 70.8904 | 41.8904 | 41.8904 | 70.8904 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377116 | 332693 | -110889 | -201559 | -138034 | -359027 |
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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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