Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 817652.7131 | 602735.2363 | 214917.4768 | 4181932.4121 | 281041.7153 | 3900890.6968 |
Total P&L (%) | 817.6527 | 602.7352 | 214.9175 | 4181.9324 | 281.0417 | 3900.8907 |
Avg Daily Profit (%) | 0.4207 | 0.3101 | 0.1106 | 0.1935 | 0.0689 | 0.19 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76897 | -85624 | -33288 | -2144653 | -2104837 | -1293912 |
Profit Factor | 2.9357 | 3.4069 | 2.2496 | 1.493 | 1.058 | 2.0734 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 51.3158 | 47.3684 | 55.2632 | 51.3158 | 47.3684 | 55.2632 |
Ratio Avg Win / Avg Loss | 2.7851 | 3.7854 | 1.8211 | 1.4164 | 1.1755 | 1.6785 |
Largest Winning Trade | 405784 | 405784 | 43422 | 1323039 | 865290 | 1323039 |
Largest Losing Trade | -38565 | -38565 | -27765 | -910787 | -910787 | -884451 |
Avg Bars in Trades | 95 | 120 | 69 | 95 | 120 | 69 |
Avg Bars in Winners | 120 | 166 | 81 | 120 | 166 | 81 |
Avg Bars in Losers | 68 | 80 | 55 | 68 | 80 | 55 |
Bars Traded | 7251 | 4592 | 2659 | 7251 | 4592 | 2659 |
Profit Streak | 83.6205 | 120.3705 | 0 | 83.6205 | 120.3705 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37518 | 541756 | -40385 | -43803 | -258220 | 453219 |
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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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