Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 703341.0763 | 670803.446 | 32537.6303 | 87997.3239 | 328888.4827 | -240891.1588 |
Total P&L (%) | 703.3411 | 670.8034 | 32.5376 | 87.9973 | 328.8885 | -240.8912 |
Avg Daily Profit (%) | 0.375 | 0.3576 | 0.0173 | 0.0337 | 0.0777 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129641 | -138401 | -70151 | -1268888 | -1278651 | -499999 |
Profit Factor | 2.3263 | 3.3469 | 1.1331 | 1.0232 | 1.1664 | 0.8672 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 38.1579 | 31.5789 | 44.7368 | 38.1579 | 31.5789 | 44.7368 |
Ratio Avg Win / Avg Loss | 3.7702 | 7.2516 | 1.3997 | 1.6583 | 2.5271 | 1.0713 |
Largest Winning Trade | 703069 | 703069 | 50264 | 879397 | 879397 | 368206 |
Largest Losing Trade | -43896 | -29511 | -43896 | -440930 | -361531 | -440930 |
Avg Bars in Trades | 142 | 159 | 125 | 142 | 159 | 125 |
Avg Bars in Winners | 191 | 228 | 165 | 191 | 228 | 165 |
Avg Bars in Losers | 112 | 127 | 93 | 112 | 127 | 93 |
Bars Traded | 10839 | 6061 | 4777 | 10839 | 6061 | 4777 |
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 | -44419 | 310815 | -248726 | -400189 | -132821 | -581145 |
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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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