Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 255030.0088 | 179941.0479 | 75088.9609 | 277880.2667 | 190340.3457 | 87539.9209 |
Total P&L (%) | 255.03 | 179.941 | 75.089 | 277.8803 | 190.3403 | 87.5399 |
Avg Daily Profit (%) | 0.2369 | 0.1671 | 0.0697 | 0.1236 | 0.099 | 0.0584 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69765 | -40118 | -55397 | -428564 | -220656 | -357601 |
Profit Factor | 1.8858 | 2.4997 | 1.4472 | 1.1949 | 1.3422 | 1.1007 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 49.3671 | 42.5 | 56.4103 | 49.3671 | 42.5 | 56.4103 |
Ratio Avg Win / Avg Loss | 1.9342 | 3.3819 | 1.1183 | 1.2256 | 1.816 | 0.8505 |
Largest Winning Trade | 172245 | 172245 | 41222 | 172245 | 172245 | 154450 |
Largest Losing Trade | -24444 | -20769 | -24444 | -142474 | -104981 | -142474 |
Avg Bars in Trades | 37 | 25 | 49 | 37 | 25 | 49 |
Avg Bars in Winners | 56 | 47 | 63 | 56 | 47 | 63 |
Avg Bars in Losers | 19 | 9 | 31 | 19 | 9 | 31 |
Bars Traded | 2969 | 1024 | 1944 | 2969 | 1024 | 1944 |
Profit Streak | 0 | 0 | 70.4652 | 0 | 0 | 70.4652 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20007 | 341780 | -96604 | -65721 | -61901 | -224129 |
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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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