Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1251393.8695 | 1234246.1119 | 17147.7576 | 184285.1933 | 281868.5183 | -97583.325 |
Total P&L (%) | 1251.3939 | 1234.2461 | 17.1478 | 184.2852 | 281.8685 | -97.5833 |
Avg Daily Profit (%) | 0.6773 | 0.668 | 0.0093 | 0.0566 | 0.0725 | -0.2013 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138389 | -97736 | -83724 | -1236626 | -960115 | -709196 |
Profit Factor | 2.7405 | 4.4794 | 1.0471 | 1.0394 | 1.1238 | 0.9594 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 82 | 45 | 37 | 82 | 45 | 37 |
Profitability (%) | 29.9145 | 23.7288 | 36.2069 | 29.9145 | 23.7288 | 36.2069 |
Ratio Avg Win / Avg Loss | 6.4205 | 14.3979 | 1.8448 | 2.4351 | 3.6121 | 1.6904 |
Largest Winning Trade | 1193414 | 1193414 | 62433 | 721709 | 721709 | 584585 |
Largest Losing Trade | -37179 | -25546 | -37179 | -290811 | -267642 | -290811 |
Avg Bars in Trades | 91 | 83 | 100 | 91 | 83 | 100 |
Avg Bars in Winners | 212 | 229 | 201 | 212 | 229 | 201 |
Avg Bars in Losers | 40 | 38 | 42 | 40 | 38 | 42 |
Bars Traded | 10763 | 4943 | 5820 | 10763 | 4943 | 5820 |
Profit Streak | 0 | 0 | 13.0364 | 0 | 0 | 13.0364 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342087 | -192924 | -541944 | -301352 | -391719 | -763089 |
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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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