Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 752396.7684 | 708374.7313 | 44022.0371 | 1055006.3596 | 1440155.0423 | -385148.6828 |
Total P&L (%) | 752.3968 | 708.3747 | 44.022 | 1055.0064 | 1440.155 | -385.1487 |
Avg Daily Profit (%) | 0.3007 | 0.2831 | 0.0176 | 0.0978 | 0.1094 | 0 |
Buy And Hold Return (%) | 296.9429 | 296.9429 | 296.9429 | 296.9429 | 296.9429 | 296.9429 |
Max Trade Drawdown | -118688 | -59770 | -74626 | -2809388 | -1214808 | -2010606 |
Profit Factor | 2.6514 | 4.5905 | 1.1704 | 1.1393 | 1.4273 | 0.9084 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 47.2973 | 43.2432 | 51.3514 | 47.2973 | 43.2432 | 51.3514 |
Ratio Avg Win / Avg Loss | 2.9544 | 6.0251 | 1.1088 | 1.2695 | 1.8733 | 0.8606 |
Largest Winning Trade | 481857 | 481857 | 45645 | 1860055 | 1860055 | 775554 |
Largest Losing Trade | -58574 | -20750 | -58574 | -1616878 | -494255 | -1616878 |
Avg Bars in Trades | 65 | 60 | 70 | 65 | 60 | 70 |
Avg Bars in Winners | 99 | 93 | 104 | 99 | 93 | 104 |
Avg Bars in Losers | 34 | 34 | 35 | 34 | 34 | 35 |
Bars Traded | 4843 | 2233 | 2611 | 4843 | 2233 | 2611 |
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 | -59398 | 334879 | -368023 | -201718 | -48704 | -580597 |
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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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