Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 673977.7272 | 602150.7694 | 71826.9578 | 170240.1864 | 31251.0351 | 138989.1512 |
Total P&L (%) | 673.9777 | 602.1508 | 71.827 | 170.2402 | 31.251 | 138.9892 |
Avg Daily Profit (%) | 0.3492 | 0.3119 | 0.0372 | 0.0515 | 0.0141 | 0.0451 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111664 | -116226 | -98246 | -414395 | -374325 | -225463 |
Profit Factor | 2.1358 | 3.2676 | 1.2191 | 1.1065 | 1.0424 | 1.1614 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 44.5946 | 40.5405 | 48.6486 | 44.5946 | 40.5405 | 48.6486 |
Ratio Avg Win / Avg Loss | 2.6535 | 4.7925 | 1.2868 | 1.3748 | 1.5289 | 1.2259 |
Largest Winning Trade | 470441 | 470441 | 51542 | 296586 | 296586 | 153866 |
Largest Losing Trade | -78764 | -36878 | -78764 | -225463 | -84326 | -225463 |
Avg Bars in Trades | 151 | 121 | 182 | 151 | 121 | 182 |
Avg Bars in Winners | 230 | 201 | 254 | 230 | 201 | 254 |
Avg Bars in Losers | 88 | 66 | 114 | 88 | 66 | 114 |
Bars Traded | 11241 | 4481 | 6761 | 11241 | 4481 | 6761 |
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 | -57504 | 416440 | -144123 | -298335 | -353444 | -176143 |
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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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