Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 873820.288 | 724129.2278 | 149691.0602 | 298457.1021 | 803241.3881 | -504784.286 |
Total P&L (%) | 873.8203 | 724.1292 | 149.6911 | 298.4571 | 803.2414 | -504.7843 |
Avg Daily Profit (%) | 0.36 | 0.2983 | 0.0617 | 0.057 | 0.0907 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155612 | -96966 | -129124 | -1165356 | -907683 | -1285462 |
Profit Factor | 2.2088 | 2.9664 | 1.4221 | 1.0772 | 1.4539 | 0.7593 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 53.7037 | 53.7037 | 53.7037 | 53.7037 | 53.7037 | 53.7037 |
Ratio Avg Win / Avg Loss | 1.9041 | 2.5573 | 1.2259 | 0.9286 | 1.2533 | 0.6546 |
Largest Winning Trade | 340550 | 340550 | 69120 | 846348 | 846348 | 384660 |
Largest Losing Trade | -92579 | -42671 | -92579 | -1165356 | -449922 | -1165356 |
Avg Bars in Trades | 87 | 93 | 80 | 87 | 93 | 80 |
Avg Bars in Winners | 106 | 113 | 98 | 106 | 113 | 98 |
Avg Bars in Losers | 65 | 70 | 60 | 65 | 70 | 60 |
Bars Traded | 9418 | 5048 | 4370 | 9418 | 5048 | 4370 |
Profit Streak | 201.2679 | 201.2679 | 335.7679 | 201.2679 | 201.2679 | 335.7679 |
Trades During Streak | 8 | 4 | 6 | 8 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 571131 | -163645 | -287926 | -251890 | -248616 | -758948 |
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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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