Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139363.0704 | 30639.7207 | 108723.3497 | 242210.9501 | 54209.4415 | 188001.5087 |
Total P&L (%) | 139.3631 | 30.6397 | 108.7234 | 242.211 | 54.2094 | 188.0015 |
Avg Daily Profit (%) | 0.5351 | 0.1177 | 0.4175 | 0.4735 | 0.1665 | 0.407 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22063 | -17599 | -11652 | -49156 | -52417 | -40308 |
Profit Factor | 2.1755 | 1.3933 | 3.6743 | 1.7836 | 1.2827 | 2.6024 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 60.274 | 55.5556 | 64.8649 | 60.274 | 55.5556 | 64.8649 |
Ratio Avg Win / Avg Loss | 1.4338 | 1.1147 | 1.9902 | 1.1755 | 1.0261 | 1.4096 |
Largest Winning Trade | 23827 | 14989 | 23827 | 36715 | 36715 | 34662 |
Largest Losing Trade | -9877 | -9877 | -9020 | -33473 | -33473 | -31631 |
Avg Bars in Trades | 337 | 414 | 262 | 337 | 414 | 262 |
Avg Bars in Winners | 303 | 356 | 259 | 303 | 356 | 259 |
Avg Bars in Losers | 388 | 487 | 267 | 388 | 487 | 267 |
Bars Traded | 24629 | 14927 | 9702 | 24629 | 14927 | 9702 |
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 | -62550 | -39010 | 606226 | -63833 | 200956 | 496043 |
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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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