Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 704605.8798 | 617218.5001 | 87387.3796 | 375664.3322 | 373862.8089 | 1801.5233 |
Total P&L (%) | 704.6059 | 617.2185 | 87.3874 | 375.6643 | 373.8628 | 1.8015 |
Avg Daily Profit (%) | 0.2919 | 0.2557 | 0.0362 | 0.0646 | 0.0645 | 0.0007 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153585 | -82424 | -144654 | -703236 | -733405 | -745164 |
Profit Factor | 2.0272 | 2.6337 | 1.2836 | 1.1003 | 1.1877 | 1.001 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 39.7727 | 34.0909 | 45.4545 | 39.7727 | 34.0909 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.0697 | 5.0917 | 1.5403 | 1.6662 | 2.2962 | 1.2012 |
Largest Winning Trade | 337728 | 337728 | 65510 | 503464 | 503464 | 376699 |
Largest Losing Trade | -41949 | -31816 | -41949 | -385692 | -196638 | -385692 |
Avg Bars in Trades | 106 | 95 | 117 | 106 | 95 | 117 |
Avg Bars in Winners | 175 | 160 | 187 | 175 | 160 | 187 |
Avg Bars in Losers | 61 | 62 | 59 | 61 | 62 | 59 |
Bars Traded | 9396 | 4215 | 5181 | 9396 | 4215 | 5181 |
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 | 321592 | 266691 | -145159 | -219464 | -125958 | -578703 |
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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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