Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 953500.4318 | 902143.2578 | 51357.1739 | 1136319.8093 | 1092540.4544 | 43779.3549 |
Total P&L (%) | 953.5004 | 902.1433 | 51.3572 | 1136.3198 | 1092.5405 | 43.7794 |
Avg Daily Profit (%) | 0.5181 | 0.4902 | 0.0279 | 0.1367 | 0.1348 | 0.0197 |
Buy And Hold Return (%) | 105.4861 | 105.4861 | 105.4861 | 105.4861 | 105.4861 | 105.4861 |
Max Trade Drawdown | -53574 | -54645 | -65531 | -690136 | -568527 | -787693 |
Profit Factor | 3.8631 | 7.0591 | 1.2789 | 1.3014 | 1.635 | 1.0214 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 28.3784 | 29.7297 | 27.027 | 28.3784 | 29.7297 | 27.027 |
Ratio Avg Win / Avg Loss | 9.7498 | 16.6853 | 3.453 | 3.2844 | 3.8646 | 2.7577 |
Largest Winning Trade | 846993 | 846993 | 55434 | 789716 | 789716 | 422618 |
Largest Losing Trade | -25899 | -11596 | -25899 | -290655 | -144919 | -290655 |
Avg Bars in Trades | 70 | 67 | 72 | 70 | 67 | 72 |
Avg Bars in Winners | 202 | 188 | 217 | 202 | 188 | 217 |
Avg Bars in Losers | 18 | 16 | 19 | 18 | 16 | 19 |
Bars Traded | 5213 | 2514 | 2699 | 5213 | 2514 | 2699 |
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 | -65984 | 362985 | -341184 | -92570 | -18554 | -549074 |
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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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