Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 693375.4682 | 339611.9105 | 353763.5577 | 2072514.6899 | 2708936.2467 | -636421.5568 |
Total P&L (%) | 693.3755 | 339.6119 | 353.7636 | 2072.5147 | 2708.9362 | -636.4216 |
Avg Daily Profit (%) | 0.4167 | 0.2041 | 0.2126 | 0.1852 | 0.2006 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112456 | -87462 | -87717 | -5935236 | -1747787 | -5315637 |
Profit Factor | 1.6875 | 1.5717 | 1.8535 | 1.0904 | 1.2597 | 0.9491 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 109 | 50 | 59 | 109 | 50 | 59 |
Losing Trades | 88 | 48 | 40 | 88 | 48 | 40 |
Profitability (%) | 55.3299 | 51.0204 | 59.596 | 55.3299 | 51.0204 | 59.596 |
Ratio Avg Win / Avg Loss | 1.3624 | 1.5089 | 1.2566 | 0.8803 | 1.2094 | 0.6435 |
Largest Winning Trade | 145524 | 145524 | 42665 | 1586209 | 1586209 | 1031266 |
Largest Losing Trade | -67445 | -40415 | -67445 | -4740980 | -957852 | -4740980 |
Avg Bars in Trades | 50 | 50 | 50 | 50 | 50 | 50 |
Avg Bars in Winners | 50 | 50 | 50 | 50 | 50 | 50 |
Avg Bars in Losers | 50 | 50 | 50 | 50 | 50 | 50 |
Bars Traded | 9880 | 4916 | 4964 | 9880 | 4916 | 4964 |
Profit Streak | 10.2137 | 0 | 52.047 | 10.2137 | 0 | 52.047 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516839 | 372639 | 449995 | -112500 | 277940 | -578413 |
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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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