Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433682.9513 | 349812.3822 | 83870.5691 | 22300.756 | 98385.396 | -76084.64 |
Total P&L (%) | 433.683 | 349.8124 | 83.8706 | 22.3008 | 98.3854 | -76.0846 |
Avg Daily Profit (%) | 0.3188 | 0.2572 | 0.0617 | 0.0148 | 0.0504 | -0.1051 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138370 | -83075 | -79951 | -288346 | -110577 | -249418 |
Profit Factor | 1.81 | 2.1316 | 1.3706 | 1.0247 | 1.2256 | 0.8365 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 51.25 | 42.5 | 60 | 51.25 | 42.5 | 60 |
Ratio Avg Win / Avg Loss | 1.7217 | 2.8839 | 0.9138 | 0.9747 | 1.6581 | 0.5577 |
Largest Winning Trade | 345970 | 345970 | 59206 | 152317 | 152317 | 82989 |
Largest Losing Trade | -72673 | -32664 | -72673 | -208165 | -63354 | -208165 |
Avg Bars in Trades | 47 | 51 | 43 | 47 | 51 | 43 |
Avg Bars in Winners | 62 | 78 | 50 | 62 | 78 | 50 |
Avg Bars in Losers | 31 | 30 | 33 | 31 | 30 | 33 |
Bars Traded | 3789 | 2043 | 1746 | 3789 | 2043 | 1746 |
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 | -11545 | 333906 | -110426 | -397027 | -127793 | -579453 |
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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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