Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 715378.0474 | 503000.753 | 212377.2944 | 1602445.3511 | 494562.6232 | 1107882.7279 |
Total P&L (%) | 715.378 | 503.0008 | 212.3773 | 1602.4454 | 494.5626 | 1107.8827 |
Avg Daily Profit (%) | 0.4857 | 0.3415 | 0.1442 | 0.1926 | 0.1211 | 0.1693 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107379 | -153100 | -55226 | -3740277 | -1832465 | -2049372 |
Profit Factor | 2.4076 | 2.4656 | 2.2871 | 1.1966 | 1.1026 | 1.3326 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 38 | 13 | 25 | 38 | 13 | 25 |
Losing Trades | 69 | 41 | 28 | 69 | 41 | 28 |
Profitability (%) | 35.514 | 24.0741 | 47.1698 | 35.514 | 24.0741 | 47.1698 |
Ratio Avg Win / Avg Loss | 4.3717 | 7.7761 | 2.5615 | 2.1727 | 3.4773 | 1.4925 |
Largest Winning Trade | 374190 | 374190 | 57905 | 1971045 | 1615077 | 1971045 |
Largest Losing Trade | -19902 | -19730 | -19902 | -728295 | -558782 | -728295 |
Avg Bars in Trades | 26 | 23 | 29 | 26 | 23 | 29 |
Avg Bars in Winners | 56 | 60 | 54 | 56 | 60 | 54 |
Avg Bars in Losers | 9 | 12 | 6 | 9 | 12 | 6 |
Bars Traded | 2846 | 1291 | 1555 | 2846 | 1291 | 1555 |
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 | 359821 | -200005 | -177090 | -305 | -351886 | -172820 |
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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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