Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 492231.2829 | 412899.9999 | 79331.283 | 912911.1593 | 1559687.9739 | -646776.8146 |
Total P&L (%) | 492.2313 | 412.9 | 79.3313 | 912.9112 | 1559.688 | -646.7768 |
Avg Daily Profit (%) | 0.1968 | 0.1651 | 0.0317 | 0.0926 | 0.1124 | 0 |
Buy And Hold Return (%) | 11.3883 | 11.3883 | 11.3883 | 11.3883 | 11.3883 | 11.3883 |
Max Trade Drawdown | -190294 | -84657 | -109892 | -8713212 | -4556603 | -5725677 |
Profit Factor | 1.8197 | 2.638 | 1.2277 | 1.0377 | 1.1318 | 0.9478 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 45.3333 | 47.3684 | 43.2432 | 45.3333 | 47.3684 | 43.2432 |
Ratio Avg Win / Avg Loss | 2.1943 | 2.9311 | 1.6113 | 1.2513 | 1.2576 | 1.244 |
Largest Winning Trade | 84909 | 84909 | 55848 | 2830953 | 2660969 | 2830953 |
Largest Losing Trade | -35271 | -31201 | -35271 | -2103638 | -2103638 | -1875293 |
Avg Bars in Trades | 95 | 84 | 106 | 95 | 84 | 106 |
Avg Bars in Winners | 147 | 125 | 172 | 147 | 125 | 172 |
Avg Bars in Losers | 52 | 48 | 56 | 52 | 48 | 56 |
Bars Traded | 7167 | 3224 | 3943 | 7167 | 3224 | 3943 |
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 | -52046 | 408369 | -152410 | -311072 | -119089 | -581733 |
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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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