Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 539508.9437 | 478290.0046 | 61218.9391 | 510812.2802 | 368273.6264 | 142538.6538 |
Total P&L (%) | 539.5089 | 478.29 | 61.2189 | 510.8123 | 368.2736 | 142.5387 |
Avg Daily Profit (%) | 0.2809 | 0.249 | 0.0319 | 0.0943 | 0.0804 | 0.0461 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106608 | -88172 | -63854 | -1051364 | -874833 | -592985 |
Profit Factor | 2.2432 | 3.2697 | 1.2742 | 1.1295 | 1.1873 | 1.0721 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 52.3077 | 50 | 54.5455 | 52.3077 | 50 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.0453 | 3.2697 | 1.0619 | 1.0299 | 1.1873 | 0.8934 |
Largest Winning Trade | 318144 | 318144 | 64552 | 487352 | 487352 | 350807 |
Largest Losing Trade | -49015 | -21435 | -49015 | -526741 | -285360 | -526741 |
Avg Bars in Trades | 113 | 123 | 104 | 113 | 123 | 104 |
Avg Bars in Winners | 141 | 147 | 135 | 141 | 147 | 135 |
Avg Bars in Losers | 83 | 99 | 67 | 83 | 99 | 67 |
Bars Traded | 7405 | 3952 | 3453 | 7405 | 3952 | 3453 |
Profit Streak | 0 | 52.2544 | 0 | 0 | 52.2544 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122701 | 548823 | -150404 | -280439 | -99180 | -273588 |
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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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