Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 441018.5196 | 319374.1061 | 121644.4135 | 1139580.5164 | 528235.7406 | 611344.7758 |
Total P&L (%) | 441.0185 | 319.3741 | 121.6444 | 1139.5805 | 528.2357 | 611.3448 |
Avg Daily Profit (%) | 0.2351 | 0.1702 | 0.0648 | 0.1343 | 0.098 | 0.1046 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67870 | -49607 | -62513 | -1022545 | -633766 | -623063 |
Profit Factor | 1.6375 | 1.9976 | 1.3273 | 1.2051 | 1.1919 | 1.218 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Losing Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Profitability (%) | 51.6484 | 51.6484 | 51.6484 | 51.6484 | 51.6484 | 51.6484 |
Ratio Avg Win / Avg Loss | 1.533 | 1.8701 | 1.2426 | 1.1282 | 1.1158 | 1.1403 |
Largest Winning Trade | 94347 | 94347 | 47900 | 443231 | 443231 | 241544 |
Largest Losing Trade | -35969 | -22667 | -35969 | -298712 | -290702 | -298712 |
Avg Bars in Trades | 19 | 21 | 18 | 19 | 21 | 18 |
Avg Bars in Winners | 21 | 22 | 20 | 21 | 22 | 20 |
Avg Bars in Losers | 17 | 19 | 15 | 17 | 19 | 15 |
Bars Traded | 3584 | 1912 | 1671 | 3584 | 1912 | 1671 |
Profit Streak | 15.4081 | 0 | 30.4081 | 15.4081 | 0 | 30.4081 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469760 | 408334 | -104455 | -11821 | -71008 | -51645 |
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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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