Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 500778.2222 | 371411.2963 | 129366.9259 | 1157802.5823 | 429610.0521 | 728192.5302 |
Total P&L (%) | 500.7782 | 371.4113 | 129.3669 | 1157.8026 | 429.6101 | 728.1925 |
Avg Daily Profit (%) | 0.2821 | 0.2092 | 0.0729 | 0.1427 | 0.094 | 0.1192 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156489 | -83497 | -100004 | -323543 | -375084 | -261034 |
Profit Factor | 2.0803 | 2.7837 | 1.5067 | 1.8429 | 1.578 | 2.1555 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 39.0805 | 38.6364 | 39.5349 | 39.0805 | 38.6364 | 39.5349 |
Ratio Avg Win / Avg Loss | 3.2429 | 4.4212 | 2.3043 | 2.8728 | 2.5062 | 3.2966 |
Largest Winning Trade | 134236 | 134236 | 70783 | 614852 | 284887 | 614852 |
Largest Losing Trade | -35142 | -35142 | -30991 | -120949 | -120949 | -98849 |
Avg Bars in Trades | 58 | 39 | 79 | 58 | 39 | 79 |
Avg Bars in Winners | 116 | 71 | 160 | 116 | 71 | 160 |
Avg Bars in Losers | 22 | 18 | 26 | 22 | 18 | 26 |
Bars Traded | 5127 | 1718 | 3408 | 5127 | 1718 | 3408 |
Profit Streak | 0 | 0 | 51.1642 | 0 | 0 | 51.1642 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312508 | 311473 | -96625 | -2577 | -68996 | -32845 |
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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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