Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460428.8214 | 428195.7127 | 32233.1087 | 121590.3644 | 65355.963 | 56234.4015 |
Total P&L (%) | 460.4288 | 428.1957 | 32.2331 | 121.5904 | 65.356 | 56.2344 |
Avg Daily Profit (%) | 0.2471 | 0.2298 | 0.0173 | 0.0427 | 0.027 | 0.0239 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106610 | -82883 | -59332 | -520811 | -354447 | -316103 |
Profit Factor | 2.0202 | 2.8826 | 1.144 | 1.0623 | 1.0662 | 1.0583 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 46.4286 | 42.8571 | 50 | 46.4286 | 42.8571 | 50 |
Ratio Avg Win / Avg Loss | 2.331 | 3.8435 | 1.144 | 1.2257 | 1.4216 | 1.0583 |
Largest Winning Trade | 426123 | 426123 | 53355 | 376238 | 376238 | 227232 |
Largest Losing Trade | -48130 | -48130 | -38457 | -255731 | -171527 | -255731 |
Avg Bars in Trades | 42 | 35 | 49 | 42 | 35 | 49 |
Avg Bars in Winners | 63 | 51 | 74 | 63 | 51 | 74 |
Avg Bars in Losers | 23 | 23 | 24 | 23 | 23 | 24 |
Bars Traded | 3562 | 1495 | 2067 | 3562 | 1495 | 2067 |
Profit Streak | 0 | 55.0832 | 0 | 0 | 55.0832 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385137 | 418591 | -234762 | -289048 | -306572 | -318195 |
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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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