Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 793864.1783 | 662604.2857 | 131259.8927 | 1081810.6866 | -1847458.2222 | 2929268.9087 |
Total P&L (%) | 793.8642 | 662.6043 | 131.2599 | 1081.8107 | -1847.4582 | 2929.2689 |
Avg Daily Profit (%) | 0.4099 | 0.3421 | 0.0678 | 0.1276 | 0 | 0.1763 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164908 | -113187 | -63863 | -6565049 | -5082644 | -1745532 |
Profit Factor | 1.9526 | 2.351 | 1.3828 | 1.062 | 0.8357 | 1.4724 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 50 | 19 | 31 | 50 | 19 | 31 |
Losing Trades | 85 | 49 | 36 | 85 | 49 | 36 |
Profitability (%) | 37.037 | 27.9412 | 46.2687 | 37.037 | 27.9412 | 46.2687 |
Ratio Avg Win / Avg Loss | 3.3194 | 6.0631 | 1.6058 | 1.8054 | 2.1553 | 1.7098 |
Largest Winning Trade | 379880 | 379880 | 45713 | 3382539 | 3382539 | 1641394 |
Largest Losing Trade | -30414 | -30414 | -28623 | -1193258 | -1193258 | -724692 |
Avg Bars in Trades | 41 | 46 | 35 | 41 | 46 | 35 |
Avg Bars in Winners | 63 | 79 | 54 | 63 | 79 | 54 |
Avg Bars in Losers | 28 | 34 | 19 | 28 | 34 | 19 |
Bars Traded | 5580 | 3195 | 2385 | 5580 | 3195 | 2385 |
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 | 318854 | -112579 | -219146 | -178149 | -704310 | -108326 |
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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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