Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321495.822 | 187394.6832 | 134101.1388 | 732254.7004 | 379696.0241 | 352558.6763 |
Total P&L (%) | 321.4958 | 187.3947 | 134.1011 | 732.2547 | 379.696 | 352.5587 |
Avg Daily Profit (%) | 0.2592 | 0.1511 | 0.1081 | 0.171 | 0.1265 | 0.1218 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93764 | -71078 | -65262 | -244663 | -155001 | -197846 |
Profit Factor | 1.8734 | 2.0096 | 1.7349 | 1.8363 | 1.8191 | 1.8557 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 60.2273 | 56.8182 | 63.6364 | 60.2273 | 56.8182 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.2372 | 1.5273 | 0.9914 | 1.2127 | 1.3825 | 1.0604 |
Largest Winning Trade | 50551 | 50551 | 37196 | 237384 | 237384 | 125284 |
Largest Losing Trade | -45012 | -35490 | -45012 | -135425 | -103559 | -135425 |
Avg Bars in Trades | 38 | 44 | 32 | 38 | 44 | 32 |
Avg Bars in Winners | 30 | 36 | 24 | 30 | 36 | 24 |
Avg Bars in Losers | 50 | 54 | 45 | 50 | 54 | 45 |
Bars Traded | 3373 | 1948 | 1424 | 3373 | 1948 | 1424 |
Profit Streak | 138.4909 | 138.4909 | 293.1575 | 138.4909 | 138.4909 | 293.1575 |
Trades During Streak | 5 | 2 | 11 | 5 | 2 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487719 | 465293 | -44799 | 472995 | -19902 | -24661 |
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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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