Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 713360.4724 | 519435.234 | 193925.2384 | 2168425.0848 | 1278500.476 | 889924.6088 |
Total P&L (%) | 713.3605 | 519.4352 | 193.9252 | 2168.4251 | 1278.5005 | 889.9246 |
Avg Daily Profit (%) | 0.3752 | 0.2732 | 0.102 | 0.1643 | 0.1381 | 0.1206 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92443 | -126601 | -57807 | -1566242 | -1965641 | -939647 |
Profit Factor | 2.2824 | 2.5708 | 1.8596 | 1.3044 | 1.3037 | 1.3052 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 44.5783 | 45.2381 | 43.9024 | 44.5783 | 45.2381 | 43.9024 |
Ratio Avg Win / Avg Loss | 2.8375 | 3.1121 | 2.3761 | 1.6216 | 1.5782 | 1.6678 |
Largest Winning Trade | 258046 | 258046 | 49715 | 1647949 | 1647949 | 929781 |
Largest Losing Trade | -37097 | -37097 | -24860 | -614164 | -614164 | -561926 |
Avg Bars in Trades | 133 | 125 | 142 | 133 | 125 | 142 |
Avg Bars in Winners | 211 | 194 | 229 | 211 | 194 | 229 |
Avg Bars in Losers | 70 | 67 | 74 | 70 | 67 | 74 |
Bars Traded | 11092 | 5253 | 5839 | 11092 | 5253 | 5839 |
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 | 377791 | 423237 | -55619 | 200460 | -8871 | -32639 |
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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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