Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 740276.988 | 614543.8209 | 125733.1671 | 1649783.7797 | 578767.2398 | 1071016.5399 |
Total P&L (%) | 740.277 | 614.5438 | 125.7332 | 1649.7838 | 578.7672 | 1071.0165 |
Avg Daily Profit (%) | 0.3745 | 0.3109 | 0.0636 | 0.1449 | 0.0969 | 0.1245 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136202 | -98434 | -70662 | -7212979 | -3816669 | -3805182 |
Profit Factor | 1.948 | 2.5755 | 1.3217 | 1.1021 | 1.073 | 1.13 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Profitability (%) | 50 | 45.7143 | 54.2857 | 50 | 45.7143 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.948 | 3.0584 | 1.113 | 1.1021 | 1.2742 | 0.9516 |
Largest Winning Trade | 217006 | 217006 | 83330 | 3636622 | 2614963 | 3636622 |
Largest Losing Trade | -49113 | -42195 | -49113 | -2738486 | -1536447 | -2738486 |
Avg Bars in Trades | 55 | 53 | 57 | 55 | 53 | 57 |
Avg Bars in Winners | 73 | 71 | 75 | 73 | 71 | 75 |
Avg Bars in Losers | 37 | 37 | 36 | 37 | 37 | 36 |
Bars Traded | 7773 | 3718 | 4055 | 7773 | 3718 | 4055 |
Profit Streak | 0 | 0 | 542.6434 | 0 | 0 | 542.6434 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489587 | -82228 | -200822 | -107087 | -299467 | -198577 |
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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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