Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 721881.1813 | 516691.7561 | 205189.4252 | 2439655.4175 | 109635.0242 | 2330020.3933 |
Total P&L (%) | 721.8812 | 516.6918 | 205.1894 | 2439.6554 | 109.635 | 2330.0204 |
Avg Daily Profit (%) | 0.3795 | 0.2716 | 0.1079 | 0.1702 | 0.0389 | 0.1679 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73055 | -77557 | -74368 | -1790707 | -1826387 | -763166 |
Profit Factor | 2.5884 | 3.084 | 1.9935 | 1.4058 | 1.0283 | 2.0929 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 45.8333 | 44.4444 | 47.2222 | 45.8333 | 44.4444 | 47.2222 |
Ratio Avg Win / Avg Loss | 3.0591 | 3.855 | 2.2281 | 1.6614 | 1.2853 | 2.3391 |
Largest Winning Trade | 285134 | 285134 | 58450 | 937304 | 885606 | 937304 |
Largest Losing Trade | -37138 | -37138 | -36664 | -947467 | -947467 | -763166 |
Avg Bars in Trades | 74 | 60 | 88 | 74 | 60 | 88 |
Avg Bars in Winners | 111 | 98 | 124 | 111 | 98 | 124 |
Avg Bars in Losers | 42 | 31 | 55 | 42 | 31 | 55 |
Bars Traded | 5369 | 2194 | 3175 | 5369 | 2194 | 3175 |
Profit Streak | 0 | 0 | 586.4969 | 0 | 0 | 586.4969 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70890 | 445654 | -45326 | -75773 | -332522 | 418272 |
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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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