Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 639397.3227 | 467771.1086 | 171626.2142 | 1209614.664 | 424539.1463 | 785075.5176 |
Total P&L (%) | 639.3973 | 467.7711 | 171.6262 | 1209.6147 | 424.5391 | 785.0755 |
Avg Daily Profit (%) | 0.3657 | 0.2675 | 0.0982 | 0.1472 | 0.0948 | 0.1248 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85502 | -84391 | -31947 | -854201 | -852797 | -478153 |
Profit Factor | 2.2075 | 2.4879 | 1.7977 | 1.2573 | 1.1578 | 1.3905 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 35 | 12 | 23 | 35 | 12 | 23 |
Losing Trades | 62 | 37 | 25 | 62 | 37 | 25 |
Profitability (%) | 36.0825 | 24.4898 | 47.9167 | 36.0825 | 24.4898 | 47.9167 |
Ratio Avg Win / Avg Loss | 3.9104 | 7.6711 | 1.954 | 2.2272 | 3.5697 | 1.5114 |
Largest Winning Trade | 293770 | 293770 | 74432 | 787743 | 787743 | 602757 |
Largest Losing Trade | -18791 | -18346 | -18791 | -273456 | -273456 | -219683 |
Avg Bars in Trades | 211 | 166 | 257 | 211 | 166 | 257 |
Avg Bars in Winners | 429 | 430 | 429 | 429 | 430 | 429 |
Avg Bars in Losers | 88 | 81 | 98 | 88 | 81 | 98 |
Bars Traded | 20504 | 8168 | 12336 | 20504 | 8168 | 12336 |
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 | 306022 | -19304 | -59236 | -301 | -144488 | -24975 |
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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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