Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 494420.7141 | 240134.0287 | 254286.6854 | 1227427.6417 | 84487.5912 | 1142940.0504 |
Total P&L (%) | 494.4207 | 240.134 | 254.2867 | 1227.4276 | 84.4876 | 1142.9401 |
Avg Daily Profit (%) | 0.2738 | 0.133 | 0.1408 | 0.1433 | 0.0339 | 0.1397 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85416 | -77135 | -53625 | -4060799 | -2076078 | -2593315 |
Profit Factor | 2.0711 | 1.9383 | 2.2363 | 1.107 | 1.0162 | 1.1824 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 37 | 23 | 14 | 37 | 23 | 14 |
Profitability (%) | 55.4217 | 45.2381 | 65.8537 | 55.4217 | 45.2381 | 65.8537 |
Ratio Avg Win / Avg Loss | 1.6659 | 2.3464 | 1.1595 | 0.8904 | 1.2302 | 0.6131 |
Largest Winning Trade | 133776 | 133776 | 58061 | 1000780 | 962002 | 1000780 |
Largest Losing Trade | -52894 | -29483 | -52894 | -2593315 | -955280 | -2593315 |
Avg Bars in Trades | 40 | 20 | 61 | 40 | 20 | 61 |
Avg Bars in Winners | 52 | 24 | 71 | 52 | 24 | 71 |
Avg Bars in Losers | 25 | 16 | 40 | 25 | 16 | 40 |
Bars Traded | 3349 | 840 | 2509 | 3349 | 840 | 2509 |
Profit Streak | 0 | 0 | 11.0911 | 0 | 0 | 11.0911 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418133 | -13321 | 30812 | -106416 | -351791 | -25009 |
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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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