Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 510638.3595 | 409028.6466 | 101609.713 | 661580.8642 | 159473.6892 | 502107.175 |
Total P&L (%) | 510.6384 | 409.0286 | 101.6097 | 661.5809 | 159.4737 | 502.1072 |
Avg Daily Profit (%) | 0.2862 | 0.2292 | 0.0569 | 0.1138 | 0.0534 | 0.1007 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71106 | -60150 | -95587 | -687770 | -631565 | -403892 |
Profit Factor | 1.9646 | 2.5158 | 1.3915 | 1.2741 | 1.1162 | 1.4821 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 43.9024 | 41.4634 | 46.3415 | 43.9024 | 41.4634 | 46.3415 |
Ratio Avg Win / Avg Loss | 2.5103 | 3.5518 | 1.6112 | 1.628 | 1.5758 | 1.7162 |
Largest Winning Trade | 191962 | 191962 | 74531 | 470231 | 470231 | 352057 |
Largest Losing Trade | -27102 | -24741 | -27102 | -364522 | -223420 | -364522 |
Avg Bars in Trades | 84 | 93 | 76 | 84 | 93 | 76 |
Avg Bars in Winners | 125 | 141 | 112 | 125 | 141 | 112 |
Avg Bars in Losers | 52 | 59 | 44 | 52 | 59 | 44 |
Bars Traded | 6935 | 3814 | 3121 | 6935 | 3814 | 3121 |
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 | 48855 | 337766 | -116519 | -50721 | -216417 | -57263 |
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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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