Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 840758.8858 | 734756.7996 | 106002.0862 | 778380.1631 | -1073681.1481 | 1852061.3112 |
Total P&L (%) | 840.7589 | 734.7568 | 106.0021 | 778.3802 | -1073.6811 | 1852.0613 |
Avg Daily Profit (%) | 0.4323 | 0.3778 | 0.0545 | 0.1118 | 0 | 0.1529 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159635 | -115127 | -62212 | -4580283 | -3505336 | -1446854 |
Profit Factor | 2.0673 | 2.755 | 1.2872 | 1.0717 | 0.8345 | 1.4241 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 44 | 17 | 27 | 44 | 17 | 27 |
Losing Trades | 82 | 46 | 36 | 82 | 46 | 36 |
Profitability (%) | 34.9206 | 26.9841 | 42.8571 | 34.9206 | 26.9841 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.8527 | 7.4547 | 1.7163 | 1.9973 | 2.258 | 1.8989 |
Largest Winning Trade | 488128 | 488128 | 44016 | 2394675 | 2394675 | 893273 |
Largest Losing Trade | -44388 | -20101 | -44388 | -868371 | -756655 | -868371 |
Avg Bars in Trades | 91 | 78 | 104 | 91 | 78 | 104 |
Avg Bars in Winners | 176 | 180 | 174 | 176 | 180 | 174 |
Avg Bars in Losers | 45 | 41 | 51 | 45 | 41 | 51 |
Bars Traded | 11536 | 4954 | 6582 | 11536 | 4954 | 6582 |
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 | 303240 | -153213 | -268751 | -189388 | -746028 | -140147 |
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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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