Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 880556.1634 | 648044.3904 | 232511.773 | 5648502.9264 | 4830605.4479 | 817897.4785 |
Total P&L (%) | 880.5562 | 648.0444 | 232.5118 | 5648.5029 | 4830.6054 | 817.8975 |
Avg Daily Profit (%) | 0.4948 | 0.3641 | 0.1306 | 0.2279 | 0.2193 | 0.1246 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115863 | -44963 | -93205 | -8762705 | -2405194 | -6424198 |
Profit Factor | 2.1047 | 3.1963 | 1.4632 | 1.2258 | 1.5699 | 1.0495 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 57.6642 | 57.3529 | 57.971 | 57.6642 | 57.3529 | 57.971 |
Ratio Avg Win / Avg Loss | 1.5452 | 2.3767 | 1.0608 | 0.9 | 1.1673 | 0.7609 |
Largest Winning Trade | 166074 | 166074 | 69351 | 2735596 | 1516161 | 2735596 |
Largest Losing Trade | -69045 | -36403 | -69045 | -5893881 | -1836552 | -5893881 |
Avg Bars in Trades | 37 | 32 | 42 | 37 | 32 | 42 |
Avg Bars in Winners | 36 | 30 | 41 | 36 | 30 | 41 |
Avg Bars in Losers | 39 | 35 | 43 | 39 | 35 | 43 |
Bars Traded | 5158 | 2226 | 2932 | 5158 | 2226 | 2932 |
Profit Streak | 66.663 | 108.3297 | 66.663 | 66.663 | 108.3297 | 66.663 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 624681 | -91323 | -117203 | 325187 | -96937 | -293648 |
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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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