Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1729702.4671 | 1678526.4884 | 51175.9787 | 153591.1443 | 427383.1103 | -273791.966 |
Total P&L (%) | 1729.7025 | 1678.5265 | 51.176 | 153.5911 | 427.3831 | -273.792 |
Avg Daily Profit (%) | 0.7495 | 0.7273 | 0.0222 | 0.0403 | 0.0721 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152923 | -126300 | -116330 | -679388 | -458491 | -578721 |
Profit Factor | 3.1587 | 4.6918 | 1.1477 | 1.0685 | 1.3748 | 0.7517 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 72 | 40 | 32 | 72 | 40 | 32 |
Profitability (%) | 37.3913 | 29.8246 | 44.8276 | 37.3913 | 29.8246 | 44.8276 |
Ratio Avg Win / Avg Loss | 5.289 | 11.0396 | 1.4125 | 1.7891 | 3.2348 | 0.9252 |
Largest Winning Trade | 1578152 | 1578152 | 56014 | 531449 | 531449 | 136119 |
Largest Losing Trade | -48151 | -46945 | -48151 | -416405 | -125016 | -416405 |
Avg Bars in Trades | 78 | 109 | 46 | 78 | 109 | 46 |
Avg Bars in Winners | 123 | 225 | 57 | 123 | 225 | 57 |
Avg Bars in Losers | 50 | 60 | 38 | 50 | 60 | 38 |
Bars Traded | 8984 | 6263 | 2721 | 8984 | 6263 | 2721 |
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 | 510222 | -168770 | -404672 | -287725 | -283935 | -762844 |
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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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