Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 726293.9632 | 722316.8889 | 3977.0743 | 616036.822 | 562414.9133 | 53621.9086 |
Total P&L (%) | 726.294 | 722.3169 | 3.9771 | 616.0368 | 562.4149 | 53.6219 |
Avg Daily Profit (%) | 0.3922 | 0.3901 | 0.0021 | 0.1064 | 0.1022 | 0.0232 |
Buy And Hold Return (%) | 170.2766 | 170.2766 | 170.2766 | 170.2766 | 170.2766 | 170.2766 |
Max Trade Drawdown | -175643 | -88200 | -105060 | -2844445 | -1657087 | -1623289 |
Profit Factor | 2.1412 | 4.0494 | 1.01 | 1.1095 | 1.214 | 1.0179 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 36.8421 | 36.8421 | 36.8421 | 36.8421 | 36.8421 | 36.8421 |
Ratio Avg Win / Avg Loss | 3.6707 | 6.9418 | 1.7314 | 1.9019 | 2.0811 | 1.7449 |
Largest Winning Trade | 367596 | 367596 | 75483 | 980948 | 980948 | 643639 |
Largest Losing Trade | -52643 | -22817 | -52643 | -792541 | -575101 | -792541 |
Avg Bars in Trades | 71 | 67 | 75 | 71 | 67 | 75 |
Avg Bars in Winners | 145 | 121 | 169 | 145 | 121 | 169 |
Avg Bars in Losers | 28 | 36 | 19 | 28 | 36 | 19 |
Bars Traded | 5436 | 2579 | 2857 | 5436 | 2579 | 2857 |
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 | -47127 | 347372 | -569290 | -211030 | -63451 | -532523 |
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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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