Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230251.5082 | 162087.1247 | 68164.3835 | 529447.3326 | 353826.1077 | 175621.2249 |
Total P&L (%) | 230.2515 | 162.0871 | 68.1644 | 529.4473 | 353.8261 | 175.6212 |
Avg Daily Profit (%) | 0.221 | 0.1556 | 0.0654 | 0.1768 | 0.1453 | 0.0974 |
Buy And Hold Return (%) | 38.8496 | 38.8496 | 38.8496 | 38.8496 | 38.8496 | 38.8496 |
Max Trade Drawdown | -40687 | -38776 | -9527 | -255755 | -224804 | -36317 |
Profit Factor | 2.4673 | 2.3945 | 2.6754 | 1.9938 | 1.8427 | 2.5564 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 68.8312 | 68.4211 | 69.2308 | 68.8312 | 68.4211 | 69.2308 |
Ratio Avg Win / Avg Loss | 1.1173 | 1.1051 | 1.1891 | 0.9029 | 0.8505 | 1.1362 |
Largest Winning Trade | 30210 | 30210 | 13257 | 110587 | 110587 | 50083 |
Largest Losing Trade | -32593 | -32593 | -8742 | -202492 | -202492 | -36317 |
Avg Bars in Trades | 295 | 532 | 65 | 295 | 532 | 65 |
Avg Bars in Winners | 233 | 403 | 69 | 233 | 403 | 69 |
Avg Bars in Losers | 433 | 810 | 57 | 433 | 810 | 57 |
Bars Traded | 22773 | 20216 | 2557 | 22773 | 20216 | 2557 |
Profit Streak | 0 | 77.8572 | 0 | 0 | 77.8572 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32882 | 431553 | -107574 | -34709 | 180816 | -58453 |
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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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