Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 579216.3395 | 509581.5917 | 69634.7477 | 335838.6498 | 255666.2009 | 80172.4489 |
Total P&L (%) | 579.2163 | 509.5816 | 69.6347 | 335.8387 | 255.6662 | 80.1724 |
Avg Daily Profit (%) | 0.311 | 0.2736 | 0.0374 | 0.0791 | 0.0682 | 0.0316 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107926 | -70801 | -63914 | -385061 | -305273 | -271478 |
Profit Factor | 2.1529 | 2.9468 | 1.2894 | 1.1477 | 1.2221 | 1.0714 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 40.7407 | 35 | 46.3415 | 40.7407 | 35 | 46.3415 |
Ratio Avg Win / Avg Loss | 3.1315 | 5.4726 | 1.493 | 1.6693 | 2.2696 | 1.2405 |
Largest Winning Trade | 474732 | 474732 | 58499 | 441688 | 441688 | 173140 |
Largest Losing Trade | -36769 | -28133 | -36769 | -196619 | -128839 | -196619 |
Avg Bars in Trades | 270 | 240 | 299 | 270 | 240 | 299 |
Avg Bars in Winners | 462 | 456 | 467 | 462 | 456 | 467 |
Avg Bars in Losers | 137 | 124 | 153 | 137 | 124 | 153 |
Bars Traded | 21890 | 9623 | 12267 | 21890 | 9623 | 12267 |
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 | -6796 | 305615 | -144341 | -164232 | -107016 | -294050 |
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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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