Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 748993.5182 | 535263.3787 | 213730.1395 | 1249973.1197 | 136755.2329 | 1113217.8868 |
Total P&L (%) | 748.9935 | 535.2634 | 213.7301 | 1249.9731 | 136.7552 | 1113.2179 |
Avg Daily Profit (%) | 0.5021 | 0.3588 | 0.1433 | 0.1746 | 0.0578 | 0.1675 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114951 | -165116 | -34623 | -1120638 | -848060 | -435281 |
Profit Factor | 2.3853 | 2.4439 | 2.2575 | 1.3418 | 1.0554 | 1.9356 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 51 | 18 | 33 | 51 | 18 | 33 |
Losing Trades | 53 | 34 | 19 | 53 | 34 | 19 |
Profitability (%) | 49.0385 | 34.6154 | 63.4615 | 49.0385 | 34.6154 | 63.4615 |
Ratio Avg Win / Avg Loss | 2.4788 | 4.6162 | 1.2998 | 1.3944 | 1.9936 | 1.1145 |
Largest Winning Trade | 336807 | 336807 | 63078 | 708382 | 636784 | 708382 |
Largest Losing Trade | -50248 | -50248 | -33663 | -588448 | -588448 | -253739 |
Avg Bars in Trades | 55 | 58 | 51 | 55 | 58 | 51 |
Avg Bars in Winners | 70 | 75 | 67 | 70 | 75 | 67 |
Avg Bars in Losers | 40 | 49 | 24 | 40 | 49 | 24 |
Bars Traded | 5729 | 3044 | 2685 | 5729 | 3044 | 2685 |
Profit Streak | 0 | 0 | 31.8871 | 0 | 0 | 31.8871 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 542383 | -171986 | -175441 | 290262 | -460235 | -166530 |
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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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