Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502606.9649 | 393156.8728 | 109450.0922 | 610476.1133 | 282206.643 | 328269.4702 |
Total P&L (%) | 502.607 | 393.1569 | 109.4501 | 610.4761 | 282.2066 | 328.2695 |
Avg Daily Profit (%) | 0.2695 | 0.2108 | 0.0587 | 0.1052 | 0.0719 | 0.078 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133613 | -137504 | -54516 | -446386 | -321141 | -289000 |
Profit Factor | 1.8893 | 2.3898 | 1.3877 | 1.3571 | 1.3327 | 1.3811 |
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 | 2.1799 | 3.1864 | 1.3877 | 1.5659 | 1.7769 | 1.3811 |
Largest Winning Trade | 159258 | 159258 | 47331 | 278027 | 278027 | 152965 |
Largest Losing Trade | -40523 | -34885 | -40523 | -156414 | -156414 | -149000 |
Avg Bars in Trades | 86 | 97 | 75 | 86 | 97 | 75 |
Avg Bars in Winners | 130 | 150 | 112 | 130 | 150 | 112 |
Avg Bars in Losers | 47 | 57 | 37 | 47 | 57 | 37 |
Bars Traded | 7241 | 4090 | 3150 | 7241 | 4090 | 3150 |
Profit Streak | 0 | 12.3504 | 0 | 0 | 12.3504 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397928 | 365373 | -113904 | -51775 | -97650 | -88164 |
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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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