Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568003.4518 | 502576.4963 | 65426.9555 | 402837.3638 | 296513.6667 | 106323.6972 |
Total P&L (%) | 568.0035 | 502.5765 | 65.427 | 402.8374 | 296.5137 | 106.3237 |
Avg Daily Profit (%) | 0.3208 | 0.2839 | 0.037 | 0.0913 | 0.0778 | 0.0409 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175501 | -71565 | -125497 | -268236 | -131891 | -163790 |
Profit Factor | 2.0031 | 3.4684 | 1.1804 | 1.4479 | 1.8262 | 1.1967 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 41.0526 | 41.6667 | 40.4255 | 41.0526 | 41.6667 | 40.4255 |
Ratio Avg Win / Avg Loss | 2.8763 | 4.8557 | 1.7396 | 2.0791 | 2.5566 | 1.7636 |
Largest Winning Trade | 290975 | 290975 | 80155 | 235465 | 196210 | 235465 |
Largest Losing Trade | -55140 | -19541 | -55140 | -91864 | -64356 | -91864 |
Avg Bars in Trades | 109 | 83 | 136 | 109 | 83 | 136 |
Avg Bars in Winners | 200 | 145 | 257 | 200 | 145 | 257 |
Avg Bars in Losers | 46 | 39 | 53 | 46 | 39 | 53 |
Bars Traded | 10428 | 4024 | 6404 | 10428 | 4024 | 6404 |
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 | 347421 | 440518 | -168422 | -72236 | -88702 | -144896 |
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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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