Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393508.2022 | 329213.8673 | 64294.3349 | 65286.0618 | 67218.834 | -1932.7723 |
Total P&L (%) | 393.5082 | 329.2139 | 64.2943 | 65.2861 | 67.2188 | -1.9328 |
Avg Daily Profit (%) | 0.2085 | 0.1744 | 0.0341 | 0.0266 | 0.0272 | -0.001 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109862 | -64606 | -111598 | -515570 | -340738 | -446062 |
Profit Factor | 1.645 | 2.1031 | 1.2063 | 1.0401 | 1.0807 | 0.9976 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 46.0526 | 44.7368 | 47.3684 | 46.0526 | 44.7368 | 47.3684 |
Ratio Avg Win / Avg Loss | 1.927 | 2.5979 | 1.3403 | 1.2184 | 1.3349 | 1.1084 |
Largest Winning Trade | 174254 | 174254 | 52681 | 201553 | 201553 | 138301 |
Largest Losing Trade | -69316 | -43835 | -69316 | -339689 | -209193 | -339689 |
Avg Bars in Trades | 47 | 47 | 47 | 47 | 47 | 47 |
Avg Bars in Winners | 72 | 69 | 75 | 72 | 69 | 75 |
Avg Bars in Losers | 26 | 30 | 21 | 26 | 30 | 21 |
Bars Traded | 3604 | 1811 | 1793 | 3604 | 1811 | 1793 |
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 | -44504 | 337241 | -149268 | -389379 | -290495 | -580121 |
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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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