Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 447579.7849 | 292860.4762 | 154719.3086 | 663159.6238 | 380561.4308 | 282598.1929 |
Total P&L (%) | 447.5798 | 292.8605 | 154.7193 | 663.1596 | 380.5614 | 282.5982 |
Avg Daily Profit (%) | 0.247 | 0.1616 | 0.0854 | 0.1122 | 0.0867 | 0.0741 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63611 | -31964 | -79272 | -660313 | -248368 | -804960 |
Profit Factor | 2.0374 | 3.3239 | 1.5066 | 1.2141 | 1.4056 | 1.1309 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 42.4658 | 45.9459 | 38.8889 | 42.4658 | 45.9459 | 38.8889 |
Ratio Avg Win / Avg Loss | 2.7604 | 3.9105 | 2.3675 | 1.645 | 1.6536 | 1.7772 |
Largest Winning Trade | 175376 | 175376 | 76233 | 501201 | 292354 | 501201 |
Largest Losing Trade | -43303 | -13646 | -43303 | -468243 | -106697 | -468243 |
Avg Bars in Trades | 46 | 13 | 79 | 46 | 13 | 79 |
Avg Bars in Winners | 86 | 21 | 165 | 86 | 21 | 165 |
Avg Bars in Losers | 16 | 6 | 24 | 16 | 6 | 24 |
Bars Traded | 3360 | 505 | 2855 | 3360 | 505 | 2855 |
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 | -67312 | 444777 | -80823 | -121298 | -76699 | -173761 |
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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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