Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 541010.686 | 380415.3591 | 160595.3269 | 1743258.9482 | 1164163.0238 | 579095.9244 |
Total P&L (%) | 541.0107 | 380.4154 | 160.5953 | 1743.2589 | 1164.163 | 579.0959 |
Avg Daily Profit (%) | 0.2918 | 0.2052 | 0.0866 | 0.1573 | 0.1369 | 0.1034 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87975 | -137891 | -73516 | -771806 | -873012 | -796528 |
Profit Factor | 2.0998 | 2.648 | 1.6151 | 1.4286 | 1.6398 | 1.2576 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 2.0998 | 2.648 | 1.6151 | 1.4286 | 1.6398 | 1.2576 |
Largest Winning Trade | 151511 | 151511 | 61730 | 529902 | 529902 | 380210 |
Largest Losing Trade | -33697 | -33697 | -24468 | -406873 | -364933 | -406873 |
Avg Bars in Trades | 187 | 189 | 184 | 187 | 189 | 184 |
Avg Bars in Winners | 272 | 254 | 291 | 272 | 254 | 291 |
Avg Bars in Losers | 101 | 124 | 78 | 101 | 124 | 78 |
Bars Traded | 21707 | 10986 | 10721 | 21707 | 10986 | 10721 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472438 | -167339 | -254304 | 318614 | -186754 | -234780 |
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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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