Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1613708.5699 | 1509537.5991 | 104170.9708 | 393649.9174 | -560795.2614 | 954445.1787 |
Total P&L (%) | 1613.7086 | 1509.5376 | 104.171 | 393.6499 | -560.7953 | 954.4452 |
Avg Daily Profit (%) | 0.6864 | 0.6421 | 0.0443 | 0.0679 | 0 | 0.1003 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158423 | -108891 | -141561 | -2112479 | -1770836 | -839632 |
Profit Factor | 2.6065 | 3.8487 | 1.2195 | 1.0682 | 0.8365 | 1.4081 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 46 | 17 | 29 | 46 | 17 | 29 |
Losing Trades | 86 | 49 | 37 | 86 | 49 | 37 |
Profitability (%) | 34.8485 | 25.7576 | 43.9394 | 34.8485 | 25.7576 | 43.9394 |
Ratio Avg Win / Avg Loss | 4.873 | 11.0934 | 1.5559 | 1.9971 | 2.4111 | 1.7965 |
Largest Winning Trade | 1394756 | 1394756 | 62677 | 906280 | 906280 | 720513 |
Largest Losing Trade | -51617 | -28642 | -51617 | -460368 | -460368 | -434054 |
Avg Bars in Trades | 105 | 93 | 117 | 105 | 93 | 117 |
Avg Bars in Winners | 200 | 207 | 196 | 200 | 207 | 196 |
Avg Bars in Losers | 54 | 54 | 55 | 54 | 54 | 55 |
Bars Traded | 13936 | 6179 | 7757 | 13936 | 6179 | 7757 |
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 | 418446 | -132166 | -259835 | -252117 | -728934 | -183678 |
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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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