Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 684413.5986 | 459210.0065 | 225203.5921 | 2384974.1321 | 770987.6544 | 1613986.4777 |
Total P&L (%) | 684.4136 | 459.21 | 225.2036 | 2384.9741 | 770.9877 | 1613.9865 |
Avg Daily Profit (%) | 0.3897 | 0.2615 | 0.1282 | 0.1831 | 0.1233 | 0.1619 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71784 | -142622 | -42073 | -363569 | -488410 | -191629 |
Profit Factor | 2.4149 | 2.4272 | 2.3906 | 2.1122 | 1.4864 | 3.8862 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 42.8571 | 33.3333 | 52.6316 | 42.8571 | 33.3333 | 52.6316 |
Ratio Avg Win / Avg Loss | 3.2199 | 4.8544 | 2.1515 | 2.8163 | 2.9728 | 3.4976 |
Largest Winning Trade | 240511 | 240511 | 58795 | 564249 | 461742 | 564249 |
Largest Losing Trade | -29217 | -29217 | -26298 | -315848 | -315848 | -90991 |
Avg Bars in Trades | 66 | 55 | 77 | 66 | 55 | 77 |
Avg Bars in Winners | 112 | 112 | 112 | 112 | 112 | 112 |
Avg Bars in Losers | 32 | 27 | 39 | 32 | 27 | 39 |
Bars Traded | 5128 | 2170 | 2959 | 5128 | 2170 | 2959 |
Profit Streak | 0 | 0 | 263.6896 | 0 | 0 | 263.6896 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -34795 | 227165 | -15559 | -37145 | -32099 | 591050 |
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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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