Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 671056.8518 | 567709.7775 | 103347.0743 | 775361.7569 | 48476.0964 | 726885.6605 |
Total P&L (%) | 671.0569 | 567.7098 | 103.3471 | 775.3618 | 48.4761 | 726.8857 |
Avg Daily Profit (%) | 0.3602 | 0.3048 | 0.0555 | 0.1165 | 0.0212 | 0.1135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76099 | -57563 | -38269 | -1140444 | -743046 | -625884 |
Profit Factor | 2.4726 | 3.3521 | 1.4822 | 1.1586 | 1.0188 | 1.3145 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 39.823 | 35.0877 | 44.6429 | 39.823 | 35.0877 | 44.6429 |
Ratio Avg Win / Avg Loss | 3.7363 | 6.2014 | 1.8379 | 1.7508 | 1.8848 | 1.63 |
Largest Winning Trade | 512030 | 512030 | 55731 | 666729 | 666729 | 524229 |
Largest Losing Trade | -26117 | -26117 | -21316 | -406546 | -279842 | -406546 |
Avg Bars in Trades | 97 | 72 | 122 | 97 | 72 | 122 |
Avg Bars in Winners | 187 | 145 | 221 | 187 | 145 | 221 |
Avg Bars in Losers | 37 | 33 | 42 | 37 | 33 | 42 |
Bars Traded | 11004 | 4136 | 6868 | 11004 | 4136 | 6868 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376631 | -170789 | -298664 | -85599 | -550833 | -221955 |
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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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