Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1027979.0874 | 840874.0983 | 187104.989 | 3651966.0987 | 185159.3499 | 3466806.7488 |
Total P&L (%) | 1027.9791 | 840.8741 | 187.105 | 3651.9661 | 185.1594 | 3466.8067 |
Avg Daily Profit (%) | 0.4268 | 0.3491 | 0.0777 | 0.1506 | 0.0435 | 0.1485 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107230 | -89800 | -89401 | -9103454 | -6953304 | -3924452 |
Profit Factor | 2.0887 | 2.7124 | 1.4129 | 1.0892 | 1.0087 | 1.1767 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 71 | 30 | 41 | 71 | 30 | 41 |
Losing Trades | 109 | 60 | 49 | 109 | 60 | 49 |
Profitability (%) | 39.4444 | 33.3333 | 45.5556 | 39.4444 | 33.3333 | 45.5556 |
Ratio Avg Win / Avg Loss | 3.2067 | 5.4248 | 1.6886 | 1.6722 | 2.0174 | 1.4063 |
Largest Winning Trade | 332011 | 332011 | 62897 | 5541393 | 5541393 | 4590766 |
Largest Losing Trade | -28917 | -28917 | -24985 | -2108138 | -2108138 | -1907568 |
Avg Bars in Trades | 78 | 72 | 84 | 78 | 72 | 84 |
Avg Bars in Winners | 130 | 130 | 131 | 130 | 130 | 131 |
Avg Bars in Losers | 44 | 43 | 46 | 44 | 43 | 46 |
Bars Traded | 14118 | 6482 | 7637 | 14118 | 6482 | 7637 |
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 | 388279 | 276920 | -89383 | -116792 | -351431 | -22603 |
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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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