Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 738497.8933 | 540631.1374 | 197866.7559 | 1347943.0957 | 483368.0981 | 864574.9976 |
Total P&L (%) | 738.4979 | 540.6311 | 197.8668 | 1347.9431 | 483.3681 | 864.575 |
Avg Daily Profit (%) | 0.4238 | 0.3103 | 0.1136 | 0.1535 | 0.1013 | 0.1302 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66615 | -126390 | -64185 | -543844 | -722424 | -483044 |
Profit Factor | 2.1901 | 2.4124 | 1.8322 | 1.3051 | 1.1891 | 1.4645 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 69 | 40 | 29 | 69 | 40 | 29 |
Profitability (%) | 36.6972 | 27.2727 | 46.2963 | 36.6972 | 27.2727 | 46.2963 |
Ratio Avg Win / Avg Loss | 3.7779 | 6.433 | 2.1253 | 2.2514 | 3.1709 | 1.6988 |
Largest Winning Trade | 368427 | 368427 | 52303 | 679477 | 679477 | 335881 |
Largest Losing Trade | -31789 | -31789 | -28310 | -463569 | -210428 | -463569 |
Avg Bars in Trades | 31 | 28 | 34 | 31 | 28 | 34 |
Avg Bars in Winners | 55 | 58 | 52 | 55 | 58 | 52 |
Avg Bars in Losers | 17 | 17 | 18 | 17 | 17 | 18 |
Bars Traded | 3418 | 1559 | 1859 | 3418 | 1559 | 1859 |
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 | 332431 | -186277 | -219421 | 143393 | -269043 | -198142 |
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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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