Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 798201.3591 | 613966.237 | 184235.1221 | 3061409.2199 | -1276749.2086 | 4338158.4284 |
Total P&L (%) | 798.2014 | 613.9662 | 184.2351 | 3061.4092 | -1276.7492 | 4338.1584 |
Avg Daily Profit (%) | 0.3389 | 0.2607 | 0.0782 | 0.1467 | 0 | 0.1612 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91250 | -73504 | -180636 | -4404333 | -4445148 | -1664763 |
Profit Factor | 1.9108 | 2.4629 | 1.4034 | 1.2357 | 0.8332 | 1.8129 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 94 | 49 | 45 | 94 | 49 | 45 |
Profitability (%) | 37.7483 | 35.5263 | 40 | 37.7483 | 35.5263 | 40 |
Ratio Avg Win / Avg Loss | 3.1511 | 4.4697 | 2.1051 | 2.0378 | 1.512 | 2.7194 |
Largest Winning Trade | 246556 | 246556 | 64712 | 2507227 | 2507227 | 1953170 |
Largest Losing Trade | -28723 | -18003 | -28723 | -1257330 | -1120274 | -1257330 |
Avg Bars in Trades | 92 | 80 | 103 | 92 | 80 | 103 |
Avg Bars in Winners | 173 | 147 | 196 | 173 | 147 | 196 |
Avg Bars in Losers | 42 | 43 | 42 | 42 | 43 | 42 |
Bars Traded | 13924 | 6132 | 7792 | 13924 | 6132 | 7792 |
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 | 319661 | -41837 | -147539 | 2657 | -633087 | -49702 |
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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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