Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 611990.6854 | 469875.9646 | 142114.7208 | 873985.5273 | 204945.0258 | 669040.5015 |
Total P&L (%) | 611.9907 | 469.876 | 142.1147 | 873.9855 | 204.945 | 669.0405 |
Avg Daily Profit (%) | 0.2443 | 0.1875 | 0.0567 | 0.0909 | 0.0445 | 0.0815 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128951 | -88415 | -102633 | -674493 | -504710 | -369473 |
Profit Factor | 2.0005 | 2.6078 | 1.4449 | 1.3553 | 1.1577 | 1.5766 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 72 | 31 | 41 | 72 | 31 | 41 |
Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Profitability (%) | 51.0638 | 44.2857 | 57.7465 | 51.0638 | 44.2857 | 57.7465 |
Ratio Avg Win / Avg Loss | 1.9171 | 3.2808 | 1.0572 | 1.2989 | 1.4565 | 1.1536 |
Largest Winning Trade | 384327 | 384327 | 62177 | 479068 | 479068 | 299215 |
Largest Losing Trade | -40090 | -28657 | -40090 | -234339 | -180573 | -234339 |
Avg Bars in Trades | 34 | 25 | 44 | 34 | 25 | 44 |
Avg Bars in Winners | 45 | 37 | 52 | 45 | 37 | 52 |
Avg Bars in Losers | 23 | 15 | 33 | 23 | 15 | 33 |
Bars Traded | 4913 | 1758 | 3155 | 4913 | 1758 | 3155 |
Profit Streak | 21.5094 | 21.5094 | 26.5094 | 21.5094 | 21.5094 | 26.5094 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511043 | -83364 | -200868 | -68802 | -276345 | -166670 |
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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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