Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 853525.6238 | 715125.6066 | 138400.0172 | 1516569.2826 | -1037705.8649 | 2554275.1475 |
Total P&L (%) | 853.5256 | 715.1256 | 138.4 | 1516.5693 | -1037.7059 | 2554.2751 |
Avg Daily Profit (%) | 0.3521 | 0.295 | 0.0571 | 0.1149 | 0 | 0.1354 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138313 | -97954 | -108396 | -4759864 | -3759098 | -2097987 |
Profit Factor | 1.9612 | 2.5112 | 1.3337 | 1.0928 | 0.8858 | 1.3521 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 60 | 25 | 35 | 60 | 25 | 35 |
Losing Trades | 102 | 56 | 46 | 102 | 56 | 46 |
Profitability (%) | 37.037 | 30.8642 | 43.2099 | 37.037 | 30.8642 | 43.2099 |
Ratio Avg Win / Avg Loss | 3.334 | 5.6251 | 1.7528 | 1.8578 | 1.9841 | 1.777 |
Largest Winning Trade | 288040 | 288040 | 62600 | 2123163 | 2123163 | 1950989 |
Largest Losing Trade | -33736 | -33736 | -29299 | -1409472 | -1021773 | -1409472 |
Avg Bars in Trades | 29 | 26 | 32 | 29 | 26 | 32 |
Avg Bars in Winners | 50 | 49 | 50 | 50 | 49 | 50 |
Avg Bars in Losers | 17 | 16 | 18 | 17 | 16 | 18 |
Bars Traded | 4800 | 2159 | 2641 | 4800 | 2159 | 2641 |
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 | 329347 | -5485 | -129876 | -160451 | -597122 | -25003 |
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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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