Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 723933.0749 | 544116.4168 | 179816.6582 | 887827.9859 | 283447.0088 | 604380.9771 |
Total P&L (%) | 723.9331 | 544.1164 | 179.8167 | 887.828 | 283.447 | 604.381 |
Avg Daily Profit (%) | 0.3325 | 0.2499 | 0.0826 | 0.1053 | 0.0618 | 0.0897 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129150 | -114259 | -99964 | -4112432 | -2778260 | -3872920 |
Profit Factor | 2.479 | 3.2987 | 1.7113 | 1.0866 | 1.0606 | 1.1084 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 56.0606 | 51.5152 | 60.6061 | 56.0606 | 51.5152 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.943 | 3.1047 | 1.1124 | 0.8516 | 0.9982 | 0.7205 |
Largest Winning Trade | 330765 | 330765 | 40280 | 1274625 | 1274625 | 1099371 |
Largest Losing Trade | -72882 | -35944 | -72882 | -3307075 | -1221024 | -3307075 |
Avg Bars in Trades | 62 | 64 | 60 | 62 | 64 | 60 |
Avg Bars in Winners | 76 | 72 | 80 | 76 | 72 | 80 |
Avg Bars in Losers | 44 | 55 | 30 | 44 | 55 | 30 |
Bars Traded | 4125 | 2123 | 2002 | 4125 | 2123 | 2002 |
Profit Streak | 97.7462 | 97.7462 | 108.2462 | 97.7462 | 97.7462 | 108.2462 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112860 | 558090 | -78631 | -305761 | -265298 | -173824 |
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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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