Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1133833.9176 | 1021062.5083 | 112771.4094 | 2661.633 | -65309.7005 | 67971.3335 |
Total P&L (%) | 1133.8339 | 1021.0625 | 112.7714 | 2.6616 | -65.3097 | 67.9713 |
Avg Daily Profit (%) | 0.4821 | 0.4341 | 0.0479 | 0.0011 | -0.045 | 0.0221 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -249823 | -83037 | -240769 | -133075 | -61951 | -93381 |
Profit Factor | 2.7048 | 4.604 | 1.2954 | 1.0075 | 0.6269 | 1.3752 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 48 | 44 | 52 | 48 | 44 | 52 |
Ratio Avg Win / Avg Loss | 2.9302 | 5.8596 | 1.1957 | 1.0914 | 0.7979 | 1.2695 |
Largest Winning Trade | 916593 | 916593 | 68377 | 56023 | 26162 | 56023 |
Largest Losing Trade | -96800 | -32586 | -96800 | -41175 | -30102 | -41175 |
Avg Bars in Trades | 46 | 36 | 55 | 46 | 36 | 55 |
Avg Bars in Winners | 63 | 44 | 80 | 63 | 44 | 80 |
Avg Bars in Losers | 30 | 30 | 29 | 30 | 30 | 29 |
Bars Traded | 4640 | 1848 | 2791 | 4640 | 1848 | 2791 |
Profit Streak | 0 | 0 | 41.8197 | 0 | 0 | 41.8197 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 543507 | -164845 | -307630 | -569914 | -763166 | -341802 |
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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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