Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506438.4265 | 470098.8096 | 36339.6169 | 174309.3456 | 139082.0997 | 35227.2459 |
Total P&L (%) | 506.4384 | 470.0988 | 36.3396 | 174.3093 | 139.0821 | 35.2272 |
Avg Daily Profit (%) | 0.2695 | 0.2501 | 0.0193 | 0.0537 | 0.0464 | 0.0161 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179324 | -171691 | -10567 | -1286912 | -1217775 | -78311 |
Profit Factor | 2.3402 | 2.3783 | 1.987 | 1.0991 | 1.0875 | 1.2078 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 59.7015 | 60.6061 | 58.8235 | 59.7015 | 60.6061 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.5796 | 1.5459 | 1.3909 | 0.7419 | 0.7069 | 0.8454 |
Largest Winning Trade | 275604 | 275604 | 10800 | 719533 | 719533 | 101853 |
Largest Losing Trade | -72586 | -72586 | -6393 | -904614 | -904614 | -78311 |
Avg Bars in Trades | 314 | 633 | 4 | 314 | 633 | 4 |
Avg Bars in Winners | 219 | 434 | 4 | 219 | 434 | 4 |
Avg Bars in Losers | 454 | 938 | 4 | 454 | 938 | 4 |
Bars Traded | 21044 | 20889 | 155 | 21044 | 20889 | 155 |
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 | -106654 | 501472 | -165505 | -354153 | -255567 | -174784 |
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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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