Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 822246.4482 | 797618.0174 | 24628.4309 | 428192.2612 | 526205.8134 | -98013.5523 |
Total P&L (%) | 822.2464 | 797.618 | 24.6284 | 428.1923 | 526.2058 | -98.0136 |
Avg Daily Profit (%) | 0.4471 | 0.4337 | 0.0134 | 0.0905 | 0.0998 | -0.2129 |
Buy And Hold Return (%) | 193.2839 | 193.2839 | 193.2839 | 193.2839 | 193.2839 | 193.2839 |
Max Trade Drawdown | -107165 | -87247 | -56379 | -509911 | -409036 | -332229 |
Profit Factor | 2.8704 | 5.119 | 1.1001 | 1.1982 | 1.5789 | 0.9217 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 36.8421 | 37.931 | 35.7143 | 36.8421 | 37.931 | 35.7143 |
Ratio Avg Win / Avg Loss | 4.9206 | 8.3766 | 1.9802 | 2.054 | 2.5836 | 1.6591 |
Largest Winning Trade | 723836 | 723836 | 60223 | 577321 | 577321 | 314401 |
Largest Losing Trade | -44868 | -23268 | -44868 | -327873 | -169375 | -327873 |
Avg Bars in Trades | 184 | 174 | 193 | 184 | 174 | 193 |
Avg Bars in Winners | 333 | 287 | 384 | 333 | 287 | 384 |
Avg Bars in Losers | 96 | 105 | 87 | 96 | 105 | 87 |
Bars Traded | 10489 | 5072 | 5417 | 10489 | 5072 | 5417 |
Profit Streak | 84.0145 | 148.0145 | 0 | 84.0145 | 148.0145 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170703 | 432790 | -476616 | -263319 | -63559 | -604611 |
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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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