Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 852503.545 | 787110.7939 | 65392.7511 | 1403481.7876 | 1183136.2954 | 220345.4921 |
Total P&L (%) | 852.5035 | 787.1108 | 65.3928 | 1403.4818 | 1183.1363 | 220.3455 |
Avg Daily Profit (%) | 0.4629 | 0.4274 | 0.0355 | 0.1473 | 0.1386 | 0.0632 |
Buy And Hold Return (%) | 160.5144 | 160.5144 | 160.5144 | 160.5144 | 160.5144 | 160.5144 |
Max Trade Drawdown | -119004 | -71499 | -69772 | -657018 | -385438 | -486912 |
Profit Factor | 2.9908 | 5.3057 | 1.2665 | 1.6026 | 2.2843 | 1.1565 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 36.4865 | 37.8378 | 35.1351 | 36.4865 | 37.8378 | 35.1351 |
Ratio Avg Win / Avg Loss | 5.2063 | 8.7165 | 2.3381 | 2.7898 | 3.7527 | 2.1351 |
Largest Winning Trade | 643455 | 643455 | 51661 | 436292 | 419722 | 436292 |
Largest Losing Trade | -27674 | -26613 | -27674 | -294907 | -197328 | -294907 |
Avg Bars in Trades | 143 | 141 | 146 | 143 | 141 | 146 |
Avg Bars in Winners | 290 | 261 | 321 | 290 | 261 | 321 |
Avg Bars in Losers | 59 | 68 | 51 | 59 | 68 | 51 |
Bars Traded | 10649 | 5238 | 5411 | 10649 | 5238 | 5411 |
Profit Streak | 86.0729 | 252.7395 | 0 | 86.0729 | 252.7395 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58603 | 475533 | -316030 | -66477 | -6548 | -211321 |
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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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