Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583225.3845 | 300830.8281 | 282394.5564 | 1317970.2071 | -70350.4541 | 1388320.6612 |
Total P&L (%) | 583.2254 | 300.8308 | 282.3946 | 1317.9702 | -70.3505 | 1388.3207 |
Avg Daily Profit (%) | 0.3943 | 0.2034 | 0.1909 | 0.1795 | -0.0822 | 0.1827 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78759 | -99015 | -42323 | -2157947 | -1569764 | -1092440 |
Profit Factor | 2.4395 | 1.9773 | 3.9011 | 1.2935 | 0.9774 | 2.0028 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 25 | 8 | 17 | 25 | 8 | 17 |
Losing Trades | 37 | 23 | 14 | 37 | 23 | 14 |
Profitability (%) | 40.3226 | 25.8065 | 54.8387 | 40.3226 | 25.8065 | 54.8387 |
Ratio Avg Win / Avg Loss | 3.6104 | 5.6847 | 3.2126 | 1.9144 | 2.8099 | 1.6493 |
Largest Winning Trade | 176726 | 176726 | 63818 | 1265708 | 1265708 | 1142016 |
Largest Losing Trade | -35793 | -35793 | -20869 | -1161532 | -1161532 | -398574 |
Avg Bars in Trades | 66 | 72 | 60 | 66 | 72 | 60 |
Avg Bars in Winners | 116 | 148 | 101 | 116 | 148 | 101 |
Avg Bars in Losers | 32 | 45 | 11 | 32 | 45 | 11 |
Bars Traded | 4133 | 2246 | 1887 | 4133 | 2246 | 1887 |
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 | -148193 | -14893 | 544319 | -153523 | -604300 | 442189 |
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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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