Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386980.4454 | 178840.7711 | 208139.6743 | 768742.1842 | 1097815.832 | -329073.6478 |
Total P&L (%) | 386.9804 | 178.8408 | 208.1397 | 768.7422 | 1097.8158 | -329.0736 |
Avg Daily Profit (%) | 0.2601 | 0.1202 | 0.1399 | 0.1454 | 0.167 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84534 | -63352 | -58113 | -1743380 | -870826 | -1148401 |
Profit Factor | 2.0618 | 1.9213 | 2.2219 | 1.1569 | 1.513 | 0.8808 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 45.2055 | 45.9459 | 44.4444 | 45.2055 | 45.9459 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.4991 | 2.2603 | 2.7774 | 1.4023 | 1.78 | 1.101 |
Largest Winning Trade | 76037 | 68491 | 76037 | 873392 | 739472 | 873392 |
Largest Losing Trade | -41872 | -41872 | -41421 | -791069 | -462108 | -791069 |
Avg Bars in Trades | 55 | 21 | 90 | 55 | 21 | 90 |
Avg Bars in Winners | 105 | 24 | 190 | 105 | 24 | 190 |
Avg Bars in Losers | 14 | 18 | 10 | 14 | 18 | 10 |
Bars Traded | 4043 | 787 | 3256 | 4043 | 787 | 3256 |
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 | -66088 | -30199 | -4235 | -124655 | 322531 | -581273 |
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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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