Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 785715.6173 | 707652.4942 | 78063.1231 | 787115.2676 | 1407124.8592 | -620009.5916 |
Total P&L (%) | 785.7156 | 707.6525 | 78.0631 | 787.1153 | 1407.1249 | -620.0096 |
Avg Daily Profit (%) | 0.3134 | 0.2823 | 0.0311 | 0.0871 | 0.1083 | 0 |
Buy And Hold Return (%) | 299.4207 | 299.4207 | 299.4207 | 299.4207 | 299.4207 | 299.4207 |
Max Trade Drawdown | -146500 | -92545 | -158453 | -1125299 | -173007 | -1142116 |
Profit Factor | 2.5352 | 4.1391 | 1.2726 | 1.4103 | 3.6542 | 0.5534 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 51.7647 | 47.619 | 55.814 | 51.7647 | 47.619 | 55.814 |
Ratio Avg Win / Avg Loss | 2.3623 | 4.553 | 1.0075 | 1.3142 | 4.0196 | 0.4381 |
Largest Winning Trade | 404005 | 404005 | 46170 | 641189 | 641189 | 109468 |
Largest Losing Trade | -77120 | -44226 | -77120 | -863349 | -87264 | -863349 |
Avg Bars in Trades | 84 | 97 | 71 | 84 | 97 | 71 |
Avg Bars in Winners | 81 | 77 | 85 | 81 | 77 | 85 |
Avg Bars in Losers | 86 | 114 | 54 | 86 | 114 | 54 |
Bars Traded | 7155 | 4075 | 3080 | 7155 | 4075 | 3080 |
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 | 390627 | 380007 | -316345 | -78475 | -43708 | -579973 |
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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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