Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 825126.6846 | 572175.6163 | 252951.0683 | 8684102.3009 | 2575525.0583 | 6108577.2426 |
Total P&L (%) | 825.1267 | 572.1756 | 252.9511 | 8684.1023 | 2575.5251 | 6108.5772 |
Avg Daily Profit (%) | 0.4337 | 0.3008 | 0.133 | 0.2355 | 0.1729 | 0.2173 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72987 | -96667 | -91094 | -2490928 | -3240123 | -1099213 |
Profit Factor | 3.3288 | 4 | 2.5462 | 1.8681 | 1.3804 | 2.8894 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 41.6667 | 36.6667 | 46.6667 | 41.6667 | 36.6667 | 46.6667 |
Ratio Avg Win / Avg Loss | 4.6603 | 6.9092 | 2.91 | 2.6154 | 2.3844 | 3.3021 |
Largest Winning Trade | 284117 | 284117 | 62253 | 2704381 | 2704381 | 2680713 |
Largest Losing Trade | -28252 | -28252 | -26455 | -2490928 | -2490928 | -1099213 |
Avg Bars in Trades | 89 | 78 | 100 | 89 | 78 | 100 |
Avg Bars in Winners | 169 | 155 | 181 | 169 | 155 | 181 |
Avg Bars in Losers | 32 | 33 | 30 | 32 | 33 | 30 |
Bars Traded | 5365 | 2346 | 3019 | 5365 | 2346 | 3019 |
Profit Streak | 0 | 0 | 710.5283 | 0 | 0 | 710.5283 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160618 | 386209 | -11046 | -165131 | 153359 | 479335 |
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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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