Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 639938.545 | 517494.153 | 122444.392 | 936868.7448 | 433850.7928 | 503017.952 |
Total P&L (%) | 639.9385 | 517.4942 | 122.4444 | 936.8687 | 433.8508 | 503.018 |
Avg Daily Profit (%) | 0.2559 | 0.2069 | 0.049 | 0.0936 | 0.067 | 0.0719 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132727 | -144729 | -47387 | -753657 | -609972 | -328201 |
Profit Factor | 2.2988 | 2.9896 | 1.5264 | 1.5647 | 1.4549 | 1.7133 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 41.8919 | 40.5405 | 43.2432 | 41.8919 | 40.5405 | 43.2432 |
Ratio Avg Win / Avg Loss | 3.1886 | 4.3848 | 2.0033 | 2.1705 | 2.1339 | 2.2487 |
Largest Winning Trade | 383995 | 383995 | 53861 | 358803 | 358803 | 246748 |
Largest Losing Trade | -34688 | -23027 | -34688 | -161272 | -161272 | -135590 |
Avg Bars in Trades | 195 | 177 | 214 | 195 | 177 | 214 |
Avg Bars in Winners | 307 | 302 | 311 | 307 | 302 | 311 |
Avg Bars in Losers | 115 | 91 | 141 | 115 | 91 | 141 |
Bars Traded | 14500 | 6552 | 7948 | 14500 | 6552 | 7948 |
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 | -59038 | 364817 | -127567 | -136755 | -105007 | -95934 |
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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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