Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404454.798 | 370564.5106 | 33890.2874 | 498677.1584 | 377074.6843 | 121602.4741 |
Total P&L (%) | 404.4548 | 370.5645 | 33.8903 | 498.6772 | 377.0747 | 121.6025 |
Avg Daily Profit (%) | 0.2865 | 0.2625 | 0.024 | 0.1268 | 0.1107 | 0.0564 |
Buy And Hold Return (%) | 64.9515 | 64.9515 | 64.9515 | 64.9515 | 64.9515 | 64.9515 |
Max Trade Drawdown | -118877 | -93922 | -89636 | -375321 | -339452 | -233886 |
Profit Factor | 2.0575 | 2.9865 | 1.173 | 1.4782 | 1.6741 | 1.2515 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 36.2319 | 37.1429 | 35.2941 | 36.2319 | 37.1429 | 35.2941 |
Ratio Avg Win / Avg Loss | 3.6211 | 5.0541 | 2.1504 | 2.6016 | 2.8332 | 2.2944 |
Largest Winning Trade | 145388 | 145388 | 65665 | 309325 | 309325 | 158842 |
Largest Losing Trade | -22944 | -22944 | -22147 | -117961 | -117961 | -53171 |
Avg Bars in Trades | 116 | 110 | 121 | 116 | 110 | 121 |
Avg Bars in Winners | 217 | 212 | 222 | 217 | 212 | 222 |
Avg Bars in Losers | 58 | 50 | 66 | 58 | 50 | 66 |
Bars Traded | 8004 | 3876 | 4128 | 8004 | 3876 | 4128 |
Profit Streak | 483.6283 | 483.6283 | 704.2949 | 483.6283 | 483.6283 | 704.2949 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98915 | 308540 | -360130 | -132081 | -47212 | -128885 |
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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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