Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 768741.3731 | 677103.7368 | 91637.6363 | 257025.0497 | 1294134.1207 | -1037109.071 |
Total P&L (%) | 768.7414 | 677.1037 | 91.6376 | 257.0251 | 1294.1341 | -1037.1091 |
Avg Daily Profit (%) | 0.319 | 0.281 | 0.038 | 0.0528 | 0.1094 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202188 | -148874 | -115834 | -2557650 | -1922622 | -2193681 |
Profit Factor | 1.8958 | 2.4153 | 1.2413 | 1.0339 | 1.321 | 0.7078 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 57.0093 | 54.717 | 59.2593 | 57.0093 | 54.717 | 59.2593 |
Ratio Avg Win / Avg Loss | 1.4296 | 1.9989 | 0.8534 | 0.7797 | 1.0932 | 0.4866 |
Largest Winning Trade | 386162 | 386162 | 52727 | 1923283 | 1923283 | 526695 |
Largest Losing Trade | -48602 | -48602 | -43590 | -1183948 | -1006142 | -1183948 |
Avg Bars in Trades | 43 | 50 | 37 | 43 | 50 | 37 |
Avg Bars in Winners | 42 | 44 | 39 | 42 | 44 | 39 |
Avg Bars in Losers | 46 | 56 | 34 | 46 | 56 | 34 |
Bars Traded | 4705 | 2663 | 2042 | 4705 | 2663 | 2042 |
Profit Streak | 25.7076 | 55.2076 | 25.7076 | 25.7076 | 55.2076 | 25.7076 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 495239 | -165550 | -322361 | -305063 | -225206 | -759090 |
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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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