Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 626783.7144 | 522678.0549 | 104105.6595 | 337644.6583 | 251305.9932 | 86338.6651 |
Total P&L (%) | 626.7837 | 522.6781 | 104.1057 | 337.6447 | 251.306 | 86.3387 |
Avg Daily Profit (%) | 0.3904 | 0.3256 | 0.0649 | 0.092 | 0.0783 | 0.0388 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125234 | -101119 | -112157 | -1043562 | -1052807 | -257445 |
Profit Factor | 2.0629 | 2.5521 | 1.4116 | 1.1211 | 1.1392 | 1.0878 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 45.8824 | 37.2093 | 54.7619 | 45.8824 | 37.2093 | 54.7619 |
Ratio Avg Win / Avg Loss | 2.4332 | 4.3067 | 1.1661 | 1.3223 | 1.9224 | 0.8986 |
Largest Winning Trade | 312075 | 312075 | 67703 | 981015 | 981015 | 328365 |
Largest Losing Trade | -43320 | -33370 | -43320 | -494286 | -494286 | -129190 |
Avg Bars in Trades | 54 | 44 | 65 | 54 | 44 | 65 |
Avg Bars in Winners | 81 | 71 | 89 | 81 | 71 | 89 |
Avg Bars in Losers | 32 | 28 | 37 | 32 | 28 | 37 |
Bars Traded | 4667 | 1912 | 2755 | 4667 | 1912 | 2755 |
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 | 439663 | 325930 | -104913 | -158873 | -159634 | -266080 |
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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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