Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369918.1716 | 244960.6997 | 124957.4719 | 644822.2424 | 205668.1257 | 439154.1167 |
Total P&L (%) | 369.9182 | 244.9607 | 124.9575 | 644.8222 | 205.6681 | 439.1541 |
Avg Daily Profit (%) | 0.1673 | 0.1108 | 0.0565 | 0.0909 | 0.0506 | 0.0762 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122837 | -112194 | -53550 | -2021256 | -1286238 | -991382 |
Profit Factor | 1.6307 | 1.9565 | 1.3782 | 1.1252 | 1.0886 | 1.1553 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 59.0909 | 58.4416 | 59.7403 | 59.0909 | 58.4416 | 59.7403 |
Ratio Avg Win / Avg Loss | 1.129 | 1.3913 | 0.9288 | 0.779 | 0.7741 | 0.7786 |
Largest Winning Trade | 100025 | 100025 | 38772 | 824341 | 824341 | 384474 |
Largest Losing Trade | -37331 | -31429 | -37331 | -725132 | -524570 | -725132 |
Avg Bars in Trades | 84 | 65 | 103 | 84 | 65 | 103 |
Avg Bars in Winners | 85 | 68 | 101 | 85 | 68 | 101 |
Avg Bars in Losers | 83 | 60 | 106 | 83 | 60 | 106 |
Bars Traded | 12996 | 5011 | 7985 | 12996 | 5011 | 7985 |
Profit Streak | 89.4162 | 132.0828 | 89.4162 | 89.4162 | 132.0828 | 89.4162 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441498 | -81692 | -158403 | -152743 | -289404 | -182366 |
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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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