Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2103766.2633 | 2114089.0736 | -10322.8103 | 223323.3348 | 544205.1347 | -320881.7999 |
Total P&L (%) | 2103.7663 | 2114.0891 | -10.3228 | 223.3233 | 544.2051 | -320.8818 |
Avg Daily Profit (%) | 0.9092 | 0.9137 | -0.0045 | 0.0507 | 0.0805 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118844 | -89491 | -119045 | -929427 | -729781 | -458720 |
Profit Factor | 4.3816 | 7.005 | 0.9618 | 1.0708 | 1.3069 | 0.7676 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 34.2466 | 32.4324 | 36.1111 | 34.2466 | 32.4324 | 36.1111 |
Ratio Avg Win / Avg Loss | 8.4126 | 14.5938 | 1.7016 | 2.056 | 2.7227 | 1.358 |
Largest Winning Trade | 2096495 | 2096495 | 88469 | 824763 | 824763 | 295976 |
Largest Losing Trade | -46561 | -46561 | -28668 | -312099 | -312099 | -193810 |
Avg Bars in Trades | 115 | 90 | 141 | 115 | 90 | 141 |
Avg Bars in Winners | 268 | 218 | 314 | 268 | 218 | 314 |
Avg Bars in Losers | 35 | 29 | 43 | 35 | 29 | 43 |
Bars Traded | 8443 | 3362 | 5081 | 8443 | 3362 | 5081 |
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 | -61801 | 538796 | -583403 | -349091 | -90586 | -584514 |
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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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