Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 518338.9015 | 431727.5463 | 86611.3551 | 690633.4823 | 341889.8914 | 348743.5908 |
Total P&L (%) | 518.3389 | 431.7275 | 86.6114 | 690.6335 | 341.8899 | 348.7436 |
Avg Daily Profit (%) | 0.2928 | 0.2439 | 0.0489 | 0.1169 | 0.084 | 0.0848 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97806 | -35301 | -98306 | -579432 | -296011 | -364230 |
Profit Factor | 1.9997 | 3.1041 | 1.2764 | 1.3449 | 1.4331 | 1.2875 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 42.8571 | 44.7368 | 41.0256 | 42.8571 | 44.7368 | 41.0256 |
Ratio Avg Win / Avg Loss | 2.6663 | 3.8345 | 1.8349 | 1.7932 | 1.7704 | 1.8507 |
Largest Winning Trade | 169545 | 169545 | 78521 | 517460 | 332403 | 517460 |
Largest Losing Trade | -52668 | -19760 | -52668 | -231088 | -148759 | -231088 |
Avg Bars in Trades | 133 | 116 | 151 | 133 | 116 | 151 |
Avg Bars in Winners | 237 | 192 | 285 | 237 | 192 | 285 |
Avg Bars in Losers | 56 | 54 | 58 | 56 | 54 | 58 |
Bars Traded | 10313 | 4412 | 5901 | 10313 | 4412 | 5901 |
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 | -36424 | 428156 | -129992 | -84157 | -80874 | -82040 |
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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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