Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406496.4103 | 271357.3916 | 135139.0187 | 1071463.6471 | 25276.0869 | 1046187.5601 |
Total P&L (%) | 406.4964 | 271.3574 | 135.139 | 1071.4636 | 25.2761 | 1046.1876 |
Avg Daily Profit (%) | 0.3245 | 0.2167 | 0.1079 | 0.1967 | 0.018 | 0.1949 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124000 | -79654 | -63320 | -3216766 | -2577119 | -799452 |
Profit Factor | 1.8602 | 2.0661 | 1.6198 | 1.1905 | 1.0069 | 1.5354 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 106 | 51 | 55 | 106 | 51 | 55 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 72.6027 | 69.863 | 75.3425 | 72.6027 | 69.863 | 75.3425 |
Ratio Avg Win / Avg Loss | 0.702 | 0.8913 | 0.5301 | 0.4492 | 0.4343 | 0.5025 |
Largest Winning Trade | 61106 | 61106 | 21279 | 577424 | 577424 | 280894 |
Largest Losing Trade | -63320 | -45498 | -63320 | -1880717 | -1880717 | -767129 |
Avg Bars in Trades | 15 | 21 | 8 | 15 | 21 | 8 |
Avg Bars in Winners | 8 | 11 | 6 | 8 | 11 | 6 |
Avg Bars in Losers | 32 | 46 | 14 | 32 | 46 | 14 |
Bars Traded | 2250 | 1605 | 645 | 2250 | 1605 | 645 |
Profit Streak | 55.2133 | 91.7133 | 55.2133 | 55.2133 | 91.7133 | 55.2133 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504540 | -58954 | -116212 | -76 | -454833 | -59705 |
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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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