Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 769622.7253 | 597649.4107 | 171973.3145 | 3283985.4915 | 264546.6746 | 3019438.8168 |
Total P&L (%) | 769.6227 | 597.6494 | 171.9733 | 3283.9855 | 264.5467 | 3019.4388 |
Avg Daily Profit (%) | 0.3893 | 0.3023 | 0.087 | 0.1783 | 0.0655 | 0.1742 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136239 | -127641 | -141851 | -5764250 | -5036622 | -1247407 |
Profit Factor | 1.9711 | 2.5826 | 1.4145 | 1.2334 | 1.0303 | 1.5642 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 53.4247 | 52.0548 | 54.7945 | 53.4247 | 52.0548 | 54.7945 |
Ratio Avg Win / Avg Loss | 1.7184 | 2.3787 | 1.167 | 1.0753 | 0.949 | 1.2905 |
Largest Winning Trade | 237594 | 237594 | 72675 | 2943052 | 2850035 | 2943052 |
Largest Losing Trade | -50629 | -43591 | -50629 | -3048169 | -3048169 | -1247407 |
Avg Bars in Trades | 51 | 45 | 57 | 51 | 45 | 57 |
Avg Bars in Winners | 65 | 52 | 78 | 65 | 52 | 78 |
Avg Bars in Losers | 35 | 37 | 33 | 35 | 37 | 33 |
Bars Traded | 7520 | 3295 | 4225 | 7520 | 3295 | 4225 |
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 | 512305 | -57854 | -147084 | 300947 | -366034 | -61543 |
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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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