Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 549842.7071 | 246720.2275 | 303122.4796 | 4959666.8052 | 3359611.0603 | 1600055.745 |
Total P&L (%) | 549.8427 | 246.7202 | 303.1225 | 4959.6668 | 3359.6111 | 1600.0557 |
Avg Daily Profit (%) | 0.5384 | 0.2416 | 0.2968 | 0.385 | 0.3476 | 0.2778 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61850 | -31508 | -48316 | -1464338 | -225389 | -1279147 |
Profit Factor | 2.797 | 2.5035 | 3.1364 | 2.987 | 5.311 | 1.932 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 57.7465 | 50 | 65.7143 | 57.7465 | 50 | 65.7143 |
Ratio Avg Win / Avg Loss | 2.0466 | 2.5035 | 1.6364 | 2.1856 | 5.311 | 1.008 |
Largest Winning Trade | 88167 | 88167 | 46267 | 1956155 | 1956155 | 1010401 |
Largest Losing Trade | -48316 | -22572 | -48316 | -1279147 | -185190 | -1279147 |
Avg Bars in Trades | 52 | 40 | 65 | 52 | 40 | 65 |
Avg Bars in Winners | 54 | 36 | 68 | 54 | 36 | 68 |
Avg Bars in Losers | 50 | 45 | 58 | 50 | 45 | 58 |
Bars Traded | 3738 | 1462 | 2276 | 3738 | 1462 | 2276 |
Profit Streak | 0 | 0 | 81.9434 | 0 | 0 | 81.9434 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73727 | 458869 | 627533 | -74672 | 623527 | 513010 |
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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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