Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 811156.6236 | 720090.9888 | 91065.6347 | 2093107.4644 | 1783130.9242 | 309976.5402 |
Total P&L (%) | 811.1566 | 720.091 | 91.0656 | 2093.1075 | 1783.1309 | 309.9765 |
Avg Daily Profit (%) | 0.4319 | 0.3834 | 0.0485 | 0.1645 | 0.1564 | 0.0751 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166859 | -102502 | -120966 | -456438 | -228930 | -303910 |
Profit Factor | 2.3981 | 3.528 | 1.3083 | 2.3328 | 3.5186 | 1.3594 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 38.75 | 35 | 42.5 | 38.75 | 35 | 42.5 |
Ratio Avg Win / Avg Loss | 3.7906 | 6.552 | 1.7701 | 3.6874 | 6.5346 | 1.8392 |
Largest Winning Trade | 392112 | 392112 | 59791 | 661673 | 661673 | 321492 |
Largest Losing Trade | -29493 | -26936 | -29493 | -290034 | -121340 | -290034 |
Avg Bars in Trades | 67 | 66 | 68 | 67 | 66 | 68 |
Avg Bars in Winners | 124 | 126 | 123 | 124 | 126 | 123 |
Avg Bars in Losers | 31 | 33 | 28 | 31 | 33 | 28 |
Bars Traded | 5416 | 2658 | 2758 | 5416 | 2658 | 2758 |
Profit Streak | 129.5023 | 129.5023 | 136.8356 | 129.5023 | 129.5023 | 136.8356 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12213 | 398982 | -128845 | -14624 | 328899 | -92984 |
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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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