Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 862529.4055 | 693221.3592 | 169308.0462 | 2689307.2924 | 115717.29 | 2573590.0024 |
Total P&L (%) | 862.5294 | 693.2214 | 169.308 | 2689.3073 | 115.7173 | 2573.59 |
Avg Daily Profit (%) | 0.3559 | 0.2861 | 0.0699 | 0.1374 | 0.0317 | 0.1357 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116465 | -86365 | -124161 | -6899858 | -5907281 | -2810860 |
Profit Factor | 1.9944 | 2.5131 | 1.4137 | 1.1061 | 1.0082 | 1.2281 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 64 | 27 | 37 | 64 | 27 | 37 |
Losing Trades | 110 | 60 | 50 | 110 | 60 | 50 |
Profitability (%) | 36.7816 | 31.0345 | 42.5287 | 36.7816 | 31.0345 | 42.5287 |
Ratio Avg Win / Avg Loss | 3.4278 | 5.5848 | 1.9103 | 1.9011 | 2.2405 | 1.6596 |
Largest Winning Trade | 306128 | 306128 | 61778 | 3854654 | 3854654 | 2021643 |
Largest Losing Trade | -24069 | -24069 | -18351 | -1423794 | -1164962 | -1423794 |
Avg Bars in Trades | 41 | 36 | 45 | 41 | 36 | 45 |
Avg Bars in Winners | 77 | 77 | 76 | 77 | 77 | 76 |
Avg Bars in Losers | 20 | 18 | 22 | 20 | 18 | 22 |
Bars Traded | 7200 | 3215 | 3985 | 7200 | 3215 | 3985 |
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 | 321504 | 211205 | -100989 | -116055 | -368559 | -13939 |
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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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