Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418003.0367 | 343676.2743 | 74326.7624 | 263269.3787 | 4931.4678 | 258337.9109 |
Total P&L (%) | 418.003 | 343.6763 | 74.3268 | 263.2694 | 4.9315 | 258.3379 |
Avg Daily Profit (%) | 0.3837 | 0.3155 | 0.0682 | 0.1185 | 0.0044 | 0.1172 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115238 | -94383 | -56759 | -492268 | -480474 | -177881 |
Profit Factor | 2.1276 | 2.4634 | 1.5472 | 1.1496 | 1.0042 | 1.4367 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 51.6129 | 51.6129 | 51.6129 | 51.6129 | 51.6129 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.9947 | 2.3094 | 1.4505 | 1.0777 | 0.9415 | 1.3469 |
Largest Winning Trade | 344635 | 344635 | 31340 | 408546 | 408546 | 204148 |
Largest Losing Trade | -47847 | -47847 | -21414 | -303633 | -303633 | -132799 |
Avg Bars in Trades | 99 | 125 | 74 | 99 | 125 | 74 |
Avg Bars in Winners | 108 | 122 | 95 | 108 | 122 | 95 |
Avg Bars in Losers | 90 | 129 | 51 | 90 | 129 | 51 |
Bars Traded | 6192 | 3896 | 2296 | 6192 | 3896 | 2296 |
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 | -145052 | 484984 | -100066 | -249115 | -570074 | -35407 |
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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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