Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 459153.1784 | 103688.6427 | 355464.5356 | 2217721.7728 | 1085810.6116 | 1131911.1612 |
Total P&L (%) | 459.1532 | 103.6886 | 355.4645 | 2217.7218 | 1085.8106 | 1131.9112 |
Avg Daily Profit (%) | 0.3012 | 0.068 | 0.2332 | 0.2064 | 0.1624 | 0.1649 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100927 | -37218 | -106067 | -1385914 | -352155 | -1414631 |
Profit Factor | 2.124 | 1.5111 | 2.7288 | 1.5989 | 1.7357 | 1.5083 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 55.4217 | 47.619 | 63.4146 | 55.4217 | 47.619 | 63.4146 |
Ratio Avg Win / Avg Loss | 1.7085 | 1.6622 | 1.5743 | 1.2861 | 1.9092 | 0.8702 |
Largest Winning Trade | 58539 | 35653 | 58539 | 745718 | 745718 | 358198 |
Largest Losing Trade | -40126 | -28639 | -40126 | -487822 | -243777 | -487822 |
Avg Bars in Trades | 103 | 67 | 139 | 103 | 67 | 139 |
Avg Bars in Winners | 114 | 81 | 139 | 114 | 81 | 139 |
Avg Bars in Losers | 89 | 55 | 138 | 89 | 55 | 138 |
Bars Traded | 8563 | 2845 | 5718 | 8563 | 2845 | 5718 |
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 | 430247 | -100497 | 535908 | 339424 | 364454 | 331282 |
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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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