Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 781012.9097 | 726310.3727 | 54702.537 | 777438.0687 | 531952.2391 | 245485.8297 |
Total P&L (%) | 781.0129 | 726.3104 | 54.7025 | 777.4381 | 531.9522 | 245.4858 |
Avg Daily Profit (%) | 0.4231 | 0.3935 | 0.0296 | 0.1177 | 0.0999 | 0.0672 |
Buy And Hold Return (%) | 213.9321 | 213.9321 | 213.9321 | 213.9321 | 213.9321 | 213.9321 |
Max Trade Drawdown | -112980 | -121843 | -59958 | -359431 | -360410 | -75612 |
Profit Factor | 3.2278 | 4.4789 | 1.3858 | 2.1238 | 2.0994 | 2.1805 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 53.4247 | 51.3514 | 55.5556 | 53.4247 | 51.3514 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.814 | 4.2432 | 1.1086 | 1.8515 | 1.9889 | 1.7444 |
Largest Winning Trade | 638071 | 638071 | 48427 | 364692 | 364692 | 178113 |
Largest Losing Trade | -52000 | -52000 | -33145 | -226142 | -226142 | -53065 |
Avg Bars in Trades | 96 | 98 | 94 | 96 | 98 | 94 |
Avg Bars in Winners | 110 | 131 | 90 | 110 | 131 | 90 |
Avg Bars in Losers | 80 | 63 | 98 | 80 | 63 | 98 |
Bars Traded | 7028 | 3642 | 3386 | 7028 | 3642 | 3386 |
Profit Streak | 370.354 | 461.604 | 370.354 | 370.354 | 461.604 | 370.354 |
Trades During Streak | 7 | 5 | 3 | 7 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60554 | 572345 | -316400 | -108053 | -57240 | -216899 |
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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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