Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 33383.1361 | 309370.699 | -275987.5629 | 11889647.8565 | 3301783.0872 | 8587864.7693 |
Total P&L (%) | 33.3831 | 309.3707 | -275.9876 | 11889.6479 | 3301.7831 | 8587.8648 |
Avg Daily Profit (%) | 0.0133 | 0.1233 | -0.11 | 0.1909 | 0.1406 | 0.178 |
Buy And Hold Return (%) | 267.7608 | 267.7608 | 267.7608 | 267.7608 | 267.7608 | 267.7608 |
Max Trade Drawdown | -314909 | -94561 | -400992 | -3526787 | -2907661 | -2442430 |
Profit Factor | 1.0363 | 2.1826 | 0.5806 | 2.1602 | 1.5544 | 3.0009 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 76 | 34 | 42 | 76 | 38 | 38 |
Losing Trades | 72 | 40 | 32 | 72 | 36 | 36 |
Profitability (%) | 51.3514 | 45.9459 | 56.7568 | 51.3514 | 51.3514 | 51.3514 |
Ratio Avg Win / Avg Loss | 0.9818 | 2.5677 | 0.4424 | 2.0465 | 1.4726 | 2.8429 |
Largest Winning Trade | 93702 | 93702 | 43013 | 7413837 | 3846089 | 7413837 |
Largest Losing Trade | -285832 | -45269 | -285832 | -1180168 | -803825 | -1180168 |
Avg Bars in Trades | 32 | 34 | 30 | 32 | 34 | 30 |
Avg Bars in Winners | 29 | 33 | 25 | 28 | 32 | 23 |
Avg Bars in Losers | 35 | 35 | 35 | 36 | 36 | 36 |
Bars Traded | 4775 | 2551 | 2224 | 4775 | 2551 | 2224 |
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 | -522551 | -207779 | -644082 | 454895 | -67551 | -50701 |
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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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