Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519641.8243 | 438532.7136 | 81109.1107 | 90019.1083 | 107227.9596 | -17208.8514 |
Total P&L (%) | 519.6418 | 438.5327 | 81.1091 | 90.0191 | 107.228 | -17.2089 |
Avg Daily Profit (%) | 0.2782 | 0.2348 | 0.0434 | 0.0344 | 0.039 | -0.0101 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87525 | -96027 | -45520 | -132469 | -93367 | -77432 |
Profit Factor | 2.0001 | 2.9634 | 1.2738 | 1.1757 | 1.4897 | 0.9413 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 60.7143 | 54.7619 | 66.6667 | 60.7143 | 54.7619 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.2942 | 2.448 | 0.6369 | 0.7608 | 1.2306 | 0.4707 |
Largest Winning Trade | 307409 | 307409 | 52296 | 84003 | 84003 | 35624 |
Largest Losing Trade | -87525 | -38398 | -87525 | -93095 | -50853 | -93095 |
Avg Bars in Trades | 64 | 66 | 61 | 64 | 66 | 61 |
Avg Bars in Winners | 71 | 76 | 66 | 71 | 76 | 66 |
Avg Bars in Losers | 53 | 53 | 53 | 53 | 53 | 53 |
Bars Traded | 5380 | 2778 | 2602 | 5380 | 2778 | 2602 |
Profit Streak | 6.0706 | 0 | 72.0706 | 6.0706 | 0 | 72.0706 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503379 | 512574 | -133076 | -173263 | -138882 | -577198 |
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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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