Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 843794.8905 | 771691.9816 | 72102.909 | 100790.2057 | 218926.6416 | -118136.4358 |
Total P&L (%) | 843.7949 | 771.692 | 72.1029 | 100.7902 | 218.9266 | -118.1364 |
Avg Daily Profit (%) | 0.4546 | 0.4158 | 0.0388 | 0.0376 | 0.0625 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137219 | -101666 | -65633 | -762332 | -594050 | -310917 |
Profit Factor | 2.5124 | 3.5798 | 1.2786 | 1.0413 | 1.1808 | 0.9039 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 39.4366 | 30.5556 | 48.5714 | 39.4366 | 30.5556 | 48.5714 |
Ratio Avg Win / Avg Loss | 3.8583 | 8.1358 | 1.3538 | 1.5991 | 2.6837 | 0.9571 |
Largest Winning Trade | 812977 | 812977 | 61324 | 812977 | 812977 | 224850 |
Largest Losing Trade | -55308 | -41822 | -55308 | -504957 | -170643 | -504957 |
Avg Bars in Trades | 50 | 43 | 57 | 50 | 43 | 57 |
Avg Bars in Winners | 77 | 74 | 79 | 77 | 74 | 79 |
Avg Bars in Losers | 32 | 29 | 36 | 32 | 29 | 36 |
Bars Traded | 3556 | 1548 | 2008 | 3556 | 1548 | 2008 |
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 | -80382 | 326579 | -141619 | -412083 | -137512 | -581343 |
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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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