Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1033595.0602 | 887222.9219 | 146372.1383 | 1064517.4624 | 443104.8298 | 621412.6326 |
Total P&L (%) | 1033.5951 | 887.2229 | 146.3721 | 1064.5175 | 443.1048 | 621.4126 |
Avg Daily Profit (%) | 0.5593 | 0.4801 | 0.0792 | 0.1329 | 0.0916 | 0.107 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151758 | -133841 | -73747 | -2048738 | -1647695 | -1029347 |
Profit Factor | 2.8976 | 3.8864 | 1.6168 | 1.1569 | 1.1189 | 1.2032 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 47.0588 | 44.186 | 50 | 47.0588 | 44.186 | 50 |
Ratio Avg Win / Avg Loss | 3.2598 | 4.9092 | 1.6168 | 1.3015 | 1.4133 | 1.2032 |
Largest Winning Trade | 827108 | 827108 | 52065 | 1955206 | 1955206 | 649754 |
Largest Losing Trade | -44974 | -35215 | -44974 | -548436 | -523887 | -548436 |
Avg Bars in Trades | 63 | 53 | 73 | 63 | 53 | 73 |
Avg Bars in Winners | 94 | 81 | 105 | 94 | 81 | 105 |
Avg Bars in Losers | 35 | 30 | 42 | 35 | 30 | 42 |
Bars Traded | 5388 | 2284 | 3103 | 5388 | 2284 | 3103 |
Profit Streak | 0 | 0 | 38.6231 | 0 | 0 | 38.6231 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 566083 | 547199 | -83105 | -64020 | -162619 | -49217 |
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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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