Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 750366.9864 | 624505.7202 | 125861.2661 | 1433313.9783 | 472550.7746 | 960763.2037 |
Total P&L (%) | 750.367 | 624.5057 | 125.8613 | 1433.314 | 472.5508 | 960.7632 |
Avg Daily Profit (%) | 0.4027 | 0.3351 | 0.0675 | 0.1466 | 0.0937 | 0.1268 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62848 | -39637 | -30485 | -732310 | -584972 | -380760 |
Profit Factor | 3.9878 | 5.2635 | 2.2025 | 1.4916 | 1.2756 | 1.7999 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 61.9718 | 60 | 63.8889 | 61.9718 | 60 | 63.8889 |
Ratio Avg Win / Avg Loss | 2.447 | 3.509 | 1.2449 | 0.9153 | 0.8504 | 1.0173 |
Largest Winning Trade | 610623 | 610623 | 70471 | 631564 | 631564 | 535411 |
Largest Losing Trade | -39637 | -39637 | -18699 | -327366 | -285555 | -327366 |
Avg Bars in Trades | 48 | 35 | 61 | 48 | 35 | 61 |
Avg Bars in Winners | 67 | 45 | 86 | 67 | 45 | 86 |
Avg Bars in Losers | 17 | 19 | 15 | 17 | 19 | 15 |
Bars Traded | 3447 | 1240 | 2207 | 3447 | 1240 | 2207 |
Profit Streak | 0 | 36.5774 | 0 | 0 | 36.5774 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72625 | 684405 | -97874 | -86773 | -67799 | -19211 |
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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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