Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 496182.3296 | 400883.4954 | 95298.8341 | 1658243.0481 | 1494344.4144 | 163898.6338 |
Total P&L (%) | 496.1823 | 400.8835 | 95.2988 | 1658.243 | 1494.3444 | 163.8986 |
Avg Daily Profit (%) | 0.1979 | 0.1599 | 0.038 | 0.1144 | 0.1105 | 0.0387 |
Buy And Hold Return (%) | 168.7693 | 168.7693 | 168.7693 | 168.7693 | 168.7693 | 168.7693 |
Max Trade Drawdown | -64984 | -50481 | -46249 | -564850 | -279388 | -576664 |
Profit Factor | 2.1882 | 3.1774 | 1.4082 | 1.7611 | 2.5105 | 1.1378 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 54.0541 | 56.7568 | 51.3514 | 54.0541 | 56.7568 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.86 | 2.4209 | 1.334 | 1.497 | 1.9128 | 1.0779 |
Largest Winning Trade | 127208 | 127208 | 55698 | 489361 | 489361 | 255192 |
Largest Losing Trade | -40053 | -26463 | -40053 | -284226 | -130582 | -284226 |
Avg Bars in Trades | 63 | 73 | 53 | 63 | 73 | 53 |
Avg Bars in Winners | 80 | 97 | 62 | 80 | 97 | 62 |
Avg Bars in Losers | 43 | 41 | 44 | 43 | 41 | 44 |
Bars Traded | 4702 | 2721 | 1981 | 4702 | 2721 | 1981 |
Profit Streak | 90.889 | 229.389 | 0 | 90.889 | 229.389 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58813 | 403236 | -306983 | -105046 | -38044 | -375728 |
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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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