Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 213363.7023 | 276081.7899 | -62718.0876 | 4666705.4824 | 1788324.2982 | 2878381.1842 |
Total P&L (%) | 213.3637 | 276.0818 | -62.7181 | 4666.7055 | 1788.3243 | 2878.3812 |
Avg Daily Profit (%) | 0.0983 | 0.1272 | -0.0289 | 0.1781 | 0.1354 | 0.1564 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -411636 | -81744 | -414717 | -1477751 | -1036435 | -1265759 |
Profit Factor | 1.2088 | 1.7794 | 0.9061 | 1.504 | 1.393 | 1.6113 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 102 | 50 | 52 | 104 | 51 | 53 |
Losing Trades | 54 | 28 | 26 | 52 | 27 | 25 |
Profitability (%) | 65.3846 | 64.1026 | 66.6667 | 66.6667 | 65.3846 | 67.9487 |
Ratio Avg Win / Avg Loss | 0.64 | 0.9964 | 0.453 | 0.752 | 0.7374 | 0.76 |
Largest Winning Trade | 49540 | 49540 | 36121 | 775088 | 672405 | 775088 |
Largest Losing Trade | -314158 | -37791 | -314158 | -1222330 | -701249 | -1222330 |
Avg Bars in Trades | 81 | 85 | 76 | 81 | 85 | 76 |
Avg Bars in Winners | 67 | 66 | 67 | 68 | 68 | 68 |
Avg Bars in Losers | 107 | 119 | 94 | 106 | 118 | 93 |
Bars Traded | 12648 | 6661 | 5987 | 12648 | 6661 | 5987 |
Profit Streak | 25.991 | 25.991 | 56.991 | 25.991 | 25.991 | 56.991 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -59642 | -54475 | -611817 | 430451 | -44484 | -22935 |
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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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