Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 533335.8983 | 379780.6477 | 153555.2506 | 505411.1848 | 182700.7738 | 322710.4111 |
Total P&L (%) | 533.3359 | 379.7806 | 153.5553 | 505.4112 | 182.7008 | 322.7104 |
Avg Daily Profit (%) | 0.2886 | 0.2055 | 0.0831 | 0.0975 | 0.0563 | 0.078 |
Buy And Hold Return (%) | 74.6094 | 74.6094 | 74.6094 | 74.6094 | 74.6094 | 74.6094 |
Max Trade Drawdown | -73473 | -64062 | -50779 | -634238 | -463912 | -373261 |
Profit Factor | 2.2432 | 2.6466 | 1.7741 | 1.3222 | 1.1954 | 1.5092 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 28 | 18 | 10 | 28 | 18 | 10 |
Profitability (%) | 58.8235 | 47.0588 | 70.5882 | 58.8235 | 47.0588 | 70.5882 |
Ratio Avg Win / Avg Loss | 1.5702 | 2.9775 | 0.7392 | 0.9255 | 1.3448 | 0.6288 |
Largest Winning Trade | 183313 | 183313 | 48549 | 267882 | 267882 | 200179 |
Largest Losing Trade | -73473 | -44073 | -73473 | -355892 | -286433 | -355892 |
Avg Bars in Trades | 49 | 57 | 42 | 49 | 57 | 42 |
Avg Bars in Winners | 45 | 51 | 41 | 45 | 51 | 41 |
Avg Bars in Losers | 56 | 63 | 44 | 56 | 63 | 44 |
Bars Traded | 3398 | 1962 | 1436 | 3398 | 1962 | 1436 |
Profit Streak | 26.3505 | 0 | 292.3505 | 26.3505 | 0 | 292.3505 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98749 | 370156 | -83909 | -175815 | -128482 | -86975 |
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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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