Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 535952.0685 | 343194.9582 | 192757.1103 | 1156720.3993 | -3154051.3201 | 4310771.7194 |
Total P&L (%) | 535.9521 | 343.195 | 192.7571 | 1156.7204 | -3154.0513 | 4310.7717 |
Avg Daily Profit (%) | 0.2807 | 0.1798 | 0.101 | 0.1327 | 0 | 0.1985 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122735 | -112363 | -37264 | -7102772 | -7648656 | -746491 |
Profit Factor | 1.5803 | 1.4848 | 1.8935 | 1.0405 | 0.8705 | 2.0345 |
Total Trades | 267 | 133 | 134 | 267 | 133 | 134 |
Winning Trades | 205 | 104 | 101 | 205 | 104 | 101 |
Losing Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Profitability (%) | 76.779 | 78.1955 | 75.3731 | 76.779 | 78.1955 | 75.3731 |
Ratio Avg Win / Avg Loss | 0.4779 | 0.414 | 0.6187 | 0.3147 | 0.2427 | 0.6647 |
Largest Winning Trade | 37450 | 37450 | 17458 | 856144 | 856144 | 381853 |
Largest Losing Trade | -72183 | -72183 | -37264 | -4853838 | -4853838 | -746491 |
Avg Bars in Trades | 42 | 75 | 9 | 42 | 75 | 9 |
Avg Bars in Winners | 16 | 25 | 6 | 16 | 25 | 6 |
Avg Bars in Losers | 129 | 253 | 19 | 129 | 253 | 19 |
Bars Traded | 11317 | 10036 | 1281 | 11317 | 10036 | 1281 |
Profit Streak | 0 | 48.732 | 0 | 0 | 48.732 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 494134 | 437157 | -53724 | -188227 | -575629 | 459363 |
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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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