Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 842607.5975 | 672090.0804 | 170517.5171 | 747021.0734 | 569537.1892 | 177483.8843 |
Total P&L (%) | 842.6076 | 672.0901 | 170.5175 | 747.0211 | 569.5372 | 177.4839 |
Avg Daily Profit (%) | 0.5703 | 0.4549 | 0.1154 | 0.1447 | 0.1288 | 0.0691 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132609 | -123564 | -58838 | -2241696 | -1682799 | -1030376 |
Profit Factor | 2.0864 | 2.549 | 1.4991 | 1.0984 | 1.1266 | 1.0574 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 51 | 19 | 32 | 51 | 19 | 32 |
Losing Trades | 97 | 55 | 42 | 97 | 55 | 42 |
Profitability (%) | 34.4595 | 25.6757 | 43.2432 | 34.4595 | 25.6757 | 43.2432 |
Ratio Avg Win / Avg Loss | 3.9683 | 7.3787 | 1.9675 | 2.0892 | 3.2612 | 1.3879 |
Largest Winning Trade | 498801 | 498801 | 68716 | 1809352 | 1809352 | 434208 |
Largest Losing Trade | -38619 | -29527 | -38619 | -541717 | -541717 | -388678 |
Avg Bars in Trades | 19 | 16 | 23 | 19 | 16 | 23 |
Avg Bars in Winners | 35 | 32 | 37 | 35 | 32 | 37 |
Avg Bars in Losers | 11 | 10 | 12 | 11 | 10 | 12 |
Bars Traded | 2915 | 1187 | 1728 | 2915 | 1187 | 1728 |
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 | 352636 | -75941 | -103324 | -115960 | -191868 | -324837 |
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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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