Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 609451.0007 | 481103.254 | 128347.7467 | 2275507.8634 | 1131624.7392 | 1143883.1242 |
Total P&L (%) | 609.451 | 481.1033 | 128.3477 | 2275.5079 | 1131.6247 | 1143.8831 |
Avg Daily Profit (%) | 0.3419 | 0.2699 | 0.072 | 0.1779 | 0.1409 | 0.1415 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53277 | -34277 | -66135 | -919942 | -646936 | -511018 |
Profit Factor | 2.4694 | 3.9712 | 1.5076 | 1.6088 | 1.6652 | 1.5617 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Profitability (%) | 41.4634 | 46.3415 | 36.5854 | 41.4634 | 46.3415 | 36.5854 |
Ratio Avg Win / Avg Loss | 3.4862 | 4.5982 | 2.6132 | 2.2712 | 1.9281 | 2.7069 |
Largest Winning Trade | 175214 | 175214 | 80681 | 1033416 | 787895 | 1033416 |
Largest Losing Trade | -34567 | -18738 | -34567 | -496259 | -324948 | -496259 |
Avg Bars in Trades | 84 | 70 | 98 | 84 | 70 | 98 |
Avg Bars in Winners | 154 | 115 | 202 | 154 | 115 | 202 |
Avg Bars in Losers | 35 | 31 | 38 | 35 | 31 | 38 |
Bars Traded | 6931 | 2888 | 4043 | 6931 | 2888 | 4043 |
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 | 66919 | 499380 | -99531 | -1203 | -2695 | -6108 |
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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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