Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464193.4912 | 264266.664 | 199926.8272 | 1380245.6115 | 1487562.7093 | -107317.0978 |
Total P&L (%) | 464.1935 | 264.2667 | 199.9268 | 1380.2456 | 1487.5627 | -107.3171 |
Avg Daily Profit (%) | 0.2766 | 0.1575 | 0.1191 | 0.1607 | 0.1649 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114331 | -65450 | -78642 | -3586941 | -964543 | -2622398 |
Profit Factor | 1.7543 | 1.8452 | 1.6603 | 1.1563 | 1.3999 | 0.979 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Profitability (%) | 42.6752 | 40.5063 | 44.8718 | 42.6752 | 40.5063 | 44.8718 |
Ratio Avg Win / Avg Loss | 2.3565 | 2.7101 | 2.0398 | 1.5532 | 2.0561 | 1.2028 |
Largest Winning Trade | 113681 | 113681 | 52699 | 881445 | 881445 | 698729 |
Largest Losing Trade | -27628 | -17960 | -27628 | -681482 | -432455 | -681482 |
Avg Bars in Trades | 126 | 111 | 142 | 126 | 111 | 142 |
Avg Bars in Winners | 204 | 167 | 237 | 204 | 167 | 237 |
Avg Bars in Losers | 69 | 73 | 64 | 69 | 73 | 64 |
Bars Traded | 19904 | 8817 | 11087 | 19904 | 8817 | 11087 |
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 | 344738 | -19890 | -67260 | -41802 | -21107 | -615563 |
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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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