Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1173635.831 | 1147600.4903 | 26035.3407 | 135398.6332 | 600061.3979 | -464662.7647 |
Total P&L (%) | 1173.6358 | 1147.6005 | 26.0353 | 135.3986 | 600.0614 | -464.6628 |
Avg Daily Profit (%) | 0.4942 | 0.4832 | 0.011 | 0.0361 | 0.082 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128487 | -134768 | -93379 | -1682115 | -1754461 | -1088667 |
Profit Factor | 2.1077 | 3.1064 | 1.0506 | 1.0193 | 1.1556 | 0.8535 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Profitability (%) | 36.2205 | 31.25 | 41.2698 | 36.2205 | 31.25 | 41.2698 |
Ratio Avg Win / Avg Loss | 3.7114 | 6.8342 | 1.4951 | 1.7948 | 2.5423 | 1.2146 |
Largest Winning Trade | 890909 | 890909 | 68344 | 1151556 | 1151556 | 630999 |
Largest Losing Trade | -37436 | -32015 | -37436 | -519576 | -445035 | -519576 |
Avg Bars in Trades | 109 | 100 | 119 | 109 | 100 | 119 |
Avg Bars in Winners | 197 | 193 | 200 | 197 | 193 | 200 |
Avg Bars in Losers | 59 | 57 | 62 | 59 | 57 | 62 |
Bars Traded | 13929 | 6416 | 7513 | 13929 | 6416 | 7513 |
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 | 343381 | -130355 | -496893 | -347980 | -278104 | -729464 |
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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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