Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 666494.9906 | 494028.4847 | 172466.5059 | 1548335.7868 | 614995.236 | 933340.5508 |
Total P&L (%) | 666.495 | 494.0285 | 172.4665 | 1548.3358 | 614.9952 | 933.3406 |
Avg Daily Profit (%) | 0.3504 | 0.2597 | 0.0907 | 0.1474 | 0.1035 | 0.1228 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112851 | -144952 | -125014 | -1337208 | -2159918 | -816762 |
Profit Factor | 2.0001 | 2.3612 | 1.5682 | 1.2276 | 1.1509 | 1.3422 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 37.6068 | 35.5932 | 39.6552 | 37.6068 | 35.5932 | 39.6552 |
Ratio Avg Win / Avg Loss | 3.3183 | 4.2726 | 2.3865 | 2.0366 | 2.0825 | 2.0425 |
Largest Winning Trade | 271314 | 271314 | 51591 | 1555115 | 1555115 | 641101 |
Largest Losing Trade | -28719 | -28719 | -22121 | -472478 | -472478 | -199710 |
Avg Bars in Trades | 47 | 42 | 52 | 47 | 42 | 52 |
Avg Bars in Winners | 93 | 85 | 101 | 93 | 85 | 101 |
Avg Bars in Losers | 19 | 19 | 20 | 19 | 19 | 20 |
Bars Traded | 5548 | 2509 | 3039 | 5548 | 2509 | 3039 |
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 | 310113 | -169932 | -253446 | 14895 | -290468 | -211506 |
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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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