Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 815786.4454 | 702457.5552 | 113328.8902 | 816068.6038 | 270404.8775 | 545663.7263 |
Total P&L (%) | 815.7864 | 702.4576 | 113.3289 | 816.0686 | 270.4049 | 545.6637 |
Avg Daily Profit (%) | 0.3384 | 0.2914 | 0.047 | 0.0919 | 0.0543 | 0.0774 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108488 | -57908 | -133599 | -848296 | -882613 | -425071 |
Profit Factor | 2.8331 | 4.4292 | 1.4718 | 1.3358 | 1.1989 | 1.5095 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 50 | 44.7368 | 55.2632 | 50 | 44.7368 | 55.2632 |
Ratio Avg Win / Avg Loss | 2.8331 | 5.4714 | 1.1915 | 1.3358 | 1.481 | 1.222 |
Largest Winning Trade | 552840 | 552840 | 71237 | 496632 | 496632 | 331664 |
Largest Losing Trade | -48236 | -26811 | -48236 | -424168 | -424168 | -301239 |
Avg Bars in Trades | 92 | 51 | 133 | 92 | 51 | 133 |
Avg Bars in Winners | 130 | 86 | 166 | 130 | 86 | 166 |
Avg Bars in Losers | 53 | 23 | 91 | 53 | 23 | 91 |
Bars Traded | 7025 | 1970 | 5054 | 7025 | 1970 | 5054 |
Profit Streak | 0 | 0 | 71.6373 | 0 | 0 | 71.6373 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39149 | 509802 | -127336 | -123318 | -124153 | -86178 |
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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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