Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 832556.9648 | 735223.5837 | 97333.3811 | 463863.4344 | 1035358.8746 | -571495.4403 |
Total P&L (%) | 832.557 | 735.2236 | 97.3334 | 463.8634 | 1035.3589 | -571.4954 |
Avg Daily Profit (%) | 0.3456 | 0.3052 | 0.0404 | 0.0718 | 0.1009 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144070 | -95696 | -98934 | -1712754 | -1084784 | -1396109 |
Profit Factor | 1.9387 | 2.4264 | 1.262 | 1.072 | 1.3054 | 0.813 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 38.3333 | 33.3333 | 43.3333 | 38.3333 | 33.3333 | 43.3333 |
Ratio Avg Win / Avg Loss | 3.1188 | 4.8527 | 1.6503 | 1.7245 | 2.6109 | 1.0631 |
Largest Winning Trade | 435291 | 435291 | 59567 | 760181 | 760181 | 592181 |
Largest Losing Trade | -50915 | -45471 | -50915 | -1031896 | -486890 | -1031896 |
Avg Bars in Trades | 78 | 86 | 70 | 78 | 86 | 70 |
Avg Bars in Winners | 115 | 125 | 107 | 115 | 125 | 107 |
Avg Bars in Losers | 55 | 67 | 41 | 55 | 67 | 41 |
Bars Traded | 9417 | 5210 | 4207 | 9417 | 5210 | 4207 |
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 | 314830 | -162379 | -309749 | -241524 | -232577 | -750884 |
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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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