Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 549527.5341 | 446576.5831 | 102950.9511 | 888458.7663 | 259446.071 | 629012.6953 |
Total P&L (%) | 549.5275 | 446.5766 | 102.951 | 888.4588 | 259.4461 | 629.0127 |
Avg Daily Profit (%) | 0.3099 | 0.2519 | 0.0581 | 0.1293 | 0.0722 | 0.1121 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75031 | -47903 | -97577 | -563862 | -300701 | -307932 |
Profit Factor | 1.9958 | 2.8043 | 1.3383 | 1.4258 | 1.2209 | 1.6898 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 38.3721 | 37.2093 | 39.5349 | 38.3721 | 37.2093 | 39.5349 |
Ratio Avg Win / Avg Loss | 3.2054 | 4.7322 | 2.0468 | 2.29 | 2.0603 | 2.5844 |
Largest Winning Trade | 177317 | 177317 | 79491 | 380447 | 322083 | 380447 |
Largest Losing Trade | -41481 | -17874 | -41481 | -169647 | -169647 | -116212 |
Avg Bars in Trades | 60 | 54 | 66 | 60 | 54 | 66 |
Avg Bars in Winners | 111 | 102 | 120 | 111 | 102 | 120 |
Avg Bars in Losers | 28 | 26 | 31 | 28 | 26 | 31 |
Bars Traded | 5202 | 2349 | 2853 | 5202 | 2349 | 2853 |
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 | 305185 | 305765 | -117974 | -22320 | -100770 | -43732 |
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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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