Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 609637.0793 | 436632.5535 | 173004.5258 | 882759.0127 | 515698.6386 | 367060.3742 |
Total P&L (%) | 609.6371 | 436.6326 | 173.0045 | 882.759 | 515.6986 | 367.0604 |
Avg Daily Profit (%) | 0.3204 | 0.2295 | 0.0909 | 0.1202 | 0.0956 | 0.081 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117755 | -68481 | -139197 | -581090 | -581090 | -623207 |
Profit Factor | 1.9811 | 2.3469 | 1.5821 | 1.3275 | 1.3528 | 1.2976 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 61.3208 | 62.2642 | 60.3774 | 61.3208 | 62.2642 | 60.3774 |
Ratio Avg Win / Avg Loss | 1.2496 | 1.4223 | 1.0382 | 0.8374 | 0.8199 | 0.8516 |
Largest Winning Trade | 229974 | 229974 | 55200 | 355492 | 318284 | 355492 |
Largest Losing Trade | -68335 | -49420 | -68335 | -581090 | -581090 | -310605 |
Avg Bars in Trades | 33 | 28 | 39 | 33 | 28 | 39 |
Avg Bars in Winners | 43 | 33 | 53 | 43 | 33 | 53 |
Avg Bars in Losers | 17 | 19 | 16 | 17 | 19 | 16 |
Bars Traded | 3575 | 1507 | 2068 | 3575 | 1507 | 2068 |
Profit Streak | 0 | 0 | 593.9227 | 0 | 0 | 593.9227 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484889 | -166956 | -247503 | -31805 | -244395 | -264092 |
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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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