Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 739331.4311 | 570254.4594 | 169076.9717 | 3024642.6079 | 1027393.0709 | 1997249.537 |
Total P&L (%) | 739.3314 | 570.2545 | 169.077 | 3024.6426 | 1027.3931 | 1997.2495 |
Avg Daily Profit (%) | 0.3953 | 0.3049 | 0.0904 | 0.1842 | 0.1296 | 0.1628 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79008 | -52831 | -46341 | -2713179 | -1370909 | -2035767 |
Profit Factor | 2.9111 | 3.6627 | 1.979 | 1.3278 | 1.2158 | 1.4472 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 51.3158 | 44.7368 | 57.8947 | 51.3158 | 44.7368 | 57.8947 |
Ratio Avg Win / Avg Loss | 2.7618 | 4.5245 | 1.4393 | 1.2597 | 1.5019 | 1.0525 |
Largest Winning Trade | 376418 | 376418 | 49767 | 1206502 | 1206502 | 878864 |
Largest Losing Trade | -42513 | -39306 | -42513 | -1414588 | -783808 | -1414588 |
Avg Bars in Trades | 69 | 84 | 54 | 69 | 84 | 54 |
Avg Bars in Winners | 78 | 99 | 62 | 78 | 99 | 62 |
Avg Bars in Losers | 60 | 73 | 43 | 60 | 73 | 43 |
Bars Traded | 5301 | 3225 | 2076 | 5301 | 3225 | 2076 |
Profit Streak | 36.2751 | 0 | 155.2751 | 36.2751 | 0 | 155.2751 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37798 | 493732 | -67623 | -44906 | -20934 | 385348 |
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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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