Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524745.2933 | 465403.9822 | 59341.3111 | 203055.6837 | 219799.3435 | -16743.6597 |
Total P&L (%) | 524.7453 | 465.404 | 59.3413 | 203.0557 | 219.7993 | -16.7437 |
Avg Daily Profit (%) | 0.2095 | 0.1858 | 0.0237 | 0.0443 | 0.0464 | -0.0073 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137747 | -139218 | -76653 | -807054 | -590961 | -389582 |
Profit Factor | 2.0116 | 2.8213 | 1.2255 | 1.1233 | 1.2529 | 0.9785 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 37.5 | 40.625 | 34.375 | 37.5 | 40.625 | 34.375 |
Ratio Avg Win / Avg Loss | 3.3527 | 4.1235 | 2.3395 | 1.8721 | 1.8312 | 1.868 |
Largest Winning Trade | 374802 | 374802 | 58580 | 331901 | 331901 | 228603 |
Largest Losing Trade | -46244 | -26110 | -46244 | -168922 | -150937 | -168922 |
Avg Bars in Trades | 75 | 72 | 77 | 75 | 72 | 77 |
Avg Bars in Winners | 121 | 123 | 119 | 121 | 123 | 119 |
Avg Bars in Losers | 47 | 37 | 55 | 47 | 37 | 55 |
Bars Traded | 4801 | 2320 | 2481 | 4801 | 2320 | 2481 |
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 | -136697 | 331440 | -167300 | -366247 | -133685 | -584108 |
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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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