Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 738705.53 | 670466.4584 | 68239.0716 | 119738.3492 | 156723.7351 | -36985.3859 |
Total P&L (%) | 738.7055 | 670.4665 | 68.2391 | 119.7383 | 156.7237 | -36.9854 |
Avg Daily Profit (%) | 0.3101 | 0.2814 | 0.0286 | 0.033 | 0.0396 | -0.0194 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90752 | -69529 | -98666 | -365059 | -252879 | -202468 |
Profit Factor | 2.2428 | 3.1632 | 1.2399 | 1.0988 | 1.2371 | 0.9329 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 41.3333 | 34.2105 | 48.6486 | 41.3333 | 34.2105 | 48.6486 |
Ratio Avg Win / Avg Loss | 3.1834 | 6.0831 | 1.3088 | 1.5595 | 2.3791 | 0.9848 |
Largest Winning Trade | 628796 | 628796 | 67002 | 318387 | 318387 | 98503 |
Largest Losing Trade | -48814 | -48814 | -48147 | -193595 | -193595 | -122026 |
Avg Bars in Trades | 123 | 83 | 163 | 123 | 83 | 163 |
Avg Bars in Winners | 239 | 190 | 274 | 239 | 190 | 274 |
Avg Bars in Losers | 41 | 27 | 58 | 41 | 27 | 58 |
Bars Traded | 9236 | 3176 | 6060 | 9236 | 3176 | 6060 |
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 | -51400 | 311447 | -155537 | -324178 | -145348 | -581298 |
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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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