Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 737947.5593 | 518720.6575 | 219226.9018 | 5060841.0723 | 2549014.4771 | 2511826.5951 |
Total P&L (%) | 737.9476 | 518.7207 | 219.2269 | 5060.8411 | 2549.0145 | 2511.8266 |
Avg Daily Profit (%) | 0.3881 | 0.2728 | 0.1153 | 0.2076 | 0.1725 | 0.1717 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148990 | -162375 | -95692 | -2072964 | -2144374 | -870065 |
Profit Factor | 1.9201 | 2.1503 | 1.6245 | 1.5786 | 1.4569 | 1.7927 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 87 | 47 | 40 | 87 | 47 | 40 |
Profitability (%) | 45.9627 | 41.9753 | 50 | 45.9627 | 41.9753 | 50 |
Ratio Avg Win / Avg Loss | 2.2574 | 2.9725 | 1.6245 | 1.8559 | 2.014 | 1.7927 |
Largest Winning Trade | 198806 | 198806 | 54384 | 2456244 | 2456244 | 1463056 |
Largest Losing Trade | -32078 | -31722 | -32078 | -696286 | -696286 | -494674 |
Avg Bars in Trades | 69 | 66 | 72 | 69 | 66 | 72 |
Avg Bars in Winners | 104 | 108 | 101 | 104 | 108 | 101 |
Avg Bars in Losers | 39 | 35 | 43 | 39 | 35 | 43 |
Bars Traded | 11129 | 5364 | 5765 | 11129 | 5364 | 5765 |
Profit Streak | 504.4774 | 510.1441 | 0 | 504.4774 | 510.1441 | 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 | 473376 | -1744 | -55452 | 390884 | -4538 | -8261 |
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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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