Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 977064.6792 | 844687.8707 | 132376.8085 | 1089826.2448 | -1239760.275 | 2329586.5198 |
Total P&L (%) | 977.0647 | 844.6879 | 132.3768 | 1089.8262 | -1239.7603 | 2329.5865 |
Avg Daily Profit (%) | 0.5109 | 0.4417 | 0.0692 | 0.1296 | 0 | 0.167 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182531 | -110159 | -101042 | -3903440 | -3004522 | -1824106 |
Profit Factor | 2.8582 | 3.665 | 1.6338 | 1.0989 | 0.8224 | 1.5769 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 44.5652 | 39.1304 | 50 | 44.5652 | 39.1304 | 50 |
Ratio Avg Win / Avg Loss | 3.5553 | 5.7011 | 1.6338 | 1.3669 | 1.2793 | 1.5769 |
Largest Winning Trade | 706975 | 706975 | 38646 | 990411 | 990411 | 933934 |
Largest Losing Trade | -35017 | -35017 | -29641 | -1050247 | -1050247 | -523800 |
Avg Bars in Trades | 120 | 146 | 94 | 120 | 146 | 94 |
Avg Bars in Winners | 157 | 213 | 113 | 157 | 213 | 113 |
Avg Bars in Losers | 91 | 104 | 75 | 91 | 104 | 75 |
Bars Traded | 11113 | 6756 | 4357 | 11113 | 6756 | 4357 |
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 | 514193 | 459566 | -97349 | -133232 | -583264 | 385786 |
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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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