Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346310.6148 | 208389.9105 | 137920.7043 | 1246317.1524 | 531612.5726 | 714704.5798 |
Total P&L (%) | 346.3106 | 208.3899 | 137.9207 | 1246.3172 | 531.6126 | 714.7046 |
Avg Daily Profit (%) | 0.2762 | 0.1662 | 0.11 | 0.2076 | 0.1471 | 0.1675 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34085 | -40709 | -15398 | -357692 | -442862 | -165091 |
Profit Factor | 2.7681 | 2.6626 | 2.9556 | 2.0756 | 1.6745 | 2.9288 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 50.7246 | 48.5714 | 52.9412 | 50.7246 | 48.5714 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.689 | 2.8192 | 2.6272 | 2.0163 | 1.773 | 2.6033 |
Largest Winning Trade | 104123 | 104123 | 31270 | 327474 | 327474 | 277097 |
Largest Losing Trade | -22022 | -22022 | -11263 | -250261 | -250261 | -130349 |
Avg Bars in Trades | 47 | 52 | 42 | 47 | 52 | 42 |
Avg Bars in Winners | 68 | 87 | 51 | 68 | 87 | 51 |
Avg Bars in Losers | 25 | 18 | 32 | 25 | 18 | 32 |
Bars Traded | 3269 | 1830 | 1439 | 3269 | 1830 | 1439 |
Profit Streak | 195.911 | 197.5776 | 195.911 | 195.911 | 197.5776 | 195.911 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90990 | 461599 | -39521 | -92496 | 264960 | 515059 |
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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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