Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 468088.9376 | 315820.5659 | 152268.3717 | 755595.2172 | 203072.9368 | 552522.2804 |
Total P&L (%) | 468.0889 | 315.8206 | 152.2684 | 755.5952 | 203.0729 | 552.5223 |
Avg Daily Profit (%) | 0.2529 | 0.1706 | 0.0823 | 0.116 | 0.0599 | 0.1014 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70505 | -63680 | -100669 | -847132 | -761104 | -358699 |
Profit Factor | 1.8396 | 2.0947 | 1.5661 | 1.2575 | 1.1156 | 1.4693 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 45.122 | 43.9024 | 46.3415 | 45.122 | 43.9024 | 46.3415 |
Ratio Avg Win / Avg Loss | 2.2374 | 2.6765 | 1.8133 | 1.5294 | 1.4254 | 1.7014 |
Largest Winning Trade | 187051 | 187051 | 56425 | 859260 | 859260 | 303403 |
Largest Losing Trade | -29070 | -29070 | -23043 | -252783 | -252783 | -236463 |
Avg Bars in Trades | 42 | 28 | 56 | 42 | 28 | 56 |
Avg Bars in Winners | 70 | 34 | 104 | 70 | 34 | 104 |
Avg Bars in Losers | 20 | 23 | 16 | 20 | 23 | 16 |
Bars Traded | 3505 | 1169 | 2336 | 3505 | 1169 | 2336 |
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 | 32012 | 334625 | -81688 | -47411 | -208381 | -56368 |
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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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