Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 786685.8652 | 646030.2981 | 140655.5671 | 1516246.4317 | 7064.8283 | 1509181.6034 |
Total P&L (%) | 786.6859 | 646.0303 | 140.6556 | 1516.2464 | 7.0648 | 1509.1816 |
Avg Daily Profit (%) | 0.3266 | 0.2682 | 0.0584 | 0.1156 | 0.0028 | 0.1154 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145334 | -80048 | -138196 | -1179663 | -1120410 | -457340 |
Profit Factor | 2.2898 | 2.937 | 1.5089 | 1.2897 | 1.0021 | 1.7793 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 42.8571 | 42.8571 | 42.8571 | 42.8571 | 42.8571 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.0531 | 3.916 | 2.0118 | 1.7195 | 1.3362 | 2.3724 |
Largest Winning Trade | 301738 | 301738 | 64449 | 807691 | 704724 | 807691 |
Largest Losing Trade | -37480 | -31954 | -37480 | -518633 | -518633 | -223654 |
Avg Bars in Trades | 167 | 150 | 184 | 167 | 150 | 184 |
Avg Bars in Winners | 273 | 240 | 306 | 273 | 240 | 306 |
Avg Bars in Losers | 88 | 83 | 93 | 88 | 83 | 93 |
Bars Traded | 14078 | 6335 | 7743 | 14078 | 6335 | 7743 |
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 | 393344 | 413813 | -115202 | -39673 | -575710 | -37855 |
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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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