Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 578083.1041 | 358034.2637 | 220048.8405 | 2696236.4851 | 1081169.2866 | 1615067.1985 |
Total P&L (%) | 578.0831 | 358.0343 | 220.0488 | 2696.2365 | 1081.1693 | 1615.0672 |
Avg Daily Profit (%) | 0.3318 | 0.2055 | 0.1263 | 0.1913 | 0.1418 | 0.1632 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51950 | -50055 | -45191 | -905443 | -914883 | -983032 |
Profit Factor | 2.8213 | 3.1688 | 2.4447 | 1.4988 | 1.396 | 1.6036 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 41.791 | 35.2941 | 48.4848 | 41.791 | 35.2941 | 48.4848 |
Ratio Avg Win / Avg Loss | 3.9296 | 5.8094 | 2.5974 | 2.0876 | 2.5594 | 1.7038 |
Largest Winning Trade | 192273 | 192273 | 74943 | 1350236 | 1156228 | 1350236 |
Largest Losing Trade | -26462 | -21100 | -26462 | -801897 | -548974 | -801897 |
Avg Bars in Trades | 50 | 39 | 62 | 50 | 39 | 62 |
Avg Bars in Winners | 82 | 80 | 85 | 82 | 80 | 85 |
Avg Bars in Losers | 27 | 18 | 40 | 27 | 18 | 40 |
Bars Traded | 3409 | 1359 | 2050 | 3409 | 1359 | 2050 |
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 | -109920 | 287546 | -20384 | -114096 | -7278 | 365210 |
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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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