Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484714.7469 | 411082.8576 | 73631.8893 | 1296357.0415 | 936374.4192 | 359982.6223 |
Total P&L (%) | 484.7147 | 411.0829 | 73.6319 | 1296.357 | 936.3744 | 359.9826 |
Avg Daily Profit (%) | 0.2452 | 0.208 | 0.0372 | 0.1335 | 0.1184 | 0.0772 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82862 | -36365 | -101677 | -841033 | -391445 | -578447 |
Profit Factor | 2.6983 | 4.5405 | 1.4349 | 1.6484 | 2.2183 | 1.2925 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Losing Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Profitability (%) | 46.1538 | 54.5455 | 37.5 | 46.1538 | 54.5455 | 37.5 |
Ratio Avg Win / Avg Loss | 3.148 | 3.7838 | 2.3915 | 1.9231 | 1.8486 | 2.1542 |
Largest Winning Trade | 135160 | 135160 | 87925 | 871222 | 469648 | 871222 |
Largest Losing Trade | -31486 | -19207 | -31486 | -578447 | -237626 | -578447 |
Avg Bars in Trades | 114 | 101 | 127 | 114 | 101 | 127 |
Avg Bars in Winners | 196 | 156 | 256 | 196 | 156 | 256 |
Avg Bars in Losers | 44 | 36 | 50 | 44 | 36 | 50 |
Bars Traded | 7439 | 3360 | 4079 | 7439 | 3360 | 4079 |
Profit Streak | 595.526 | 596.026 | 0 | 595.526 | 596.026 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124034 | 586616 | -146015 | -148508 | -29205 | -93580 |
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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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