Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 797453.4349 | 734358.1015 | 63095.3333 | 1761517.197 | 1231973.4084 | 529543.7886 |
Total P&L (%) | 797.4534 | 734.3581 | 63.0953 | 1761.5172 | 1231.9734 | 529.5438 |
Avg Daily Profit (%) | 0.4398 | 0.405 | 0.0348 | 0.1614 | 0.1429 | 0.1015 |
Buy And Hold Return (%) | 270.6381 | 270.6381 | 270.6381 | 270.6381 | 270.6381 | 270.6381 |
Max Trade Drawdown | -88073 | -76978 | -62282 | -892187 | -1062563 | -648891 |
Profit Factor | 2.3985 | 3.3406 | 1.246 | 1.4093 | 1.5062 | 1.2832 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 43.4211 | 39.4737 | 47.3684 | 43.4211 | 39.4737 | 47.3684 |
Ratio Avg Win / Avg Loss | 3.1254 | 5.1223 | 1.3845 | 1.8364 | 2.3095 | 1.4258 |
Largest Winning Trade | 244759 | 244759 | 78362 | 1135563 | 1135563 | 464638 |
Largest Losing Trade | -32759 | -32759 | -26700 | -489709 | -442940 | -489709 |
Avg Bars in Trades | 139 | 134 | 144 | 139 | 134 | 144 |
Avg Bars in Winners | 215 | 232 | 201 | 215 | 232 | 201 |
Avg Bars in Losers | 80 | 69 | 93 | 80 | 69 | 93 |
Bars Traded | 10591 | 5095 | 5496 | 10591 | 5095 | 5496 |
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 | -44837 | 314316 | -313443 | -47092 | -5207 | -65233 |
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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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