Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 820953.1124 | 716094.5047 | 104858.6077 | 838507.3384 | 643365.3103 | 195142.0281 |
Total P&L (%) | 820.9531 | 716.0945 | 104.8586 | 838.5073 | 643.3653 | 195.142 |
Avg Daily Profit (%) | 0.4407 | 0.3844 | 0.0563 | 0.1203 | 0.1077 | 0.0581 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150942 | -96223 | -79358 | -813692 | -479489 | -440392 |
Profit Factor | 2.6378 | 3.9065 | 1.4114 | 1.4227 | 1.7012 | 1.1831 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 49.4737 | 46.8085 | 52.0833 | 49.4737 | 46.8085 | 52.0833 |
Ratio Avg Win / Avg Loss | 2.6939 | 4.4392 | 1.2985 | 1.453 | 1.9332 | 1.0884 |
Largest Winning Trade | 656105 | 656105 | 60209 | 772512 | 772512 | 197651 |
Largest Losing Trade | -46289 | -46289 | -36520 | -304873 | -160019 | -304873 |
Avg Bars in Trades | 115 | 104 | 125 | 115 | 104 | 125 |
Avg Bars in Winners | 161 | 151 | 169 | 161 | 151 | 169 |
Avg Bars in Losers | 70 | 63 | 77 | 70 | 63 | 77 |
Bars Traded | 10957 | 4926 | 6031 | 10957 | 4926 | 6031 |
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 | 546289 | 556090 | -116629 | -31144 | -46666 | -134109 |
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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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