Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 676499.4611 | 503374.9777 | 173124.4834 | 288296.3002 | -1001349.7432 | 1289646.0434 |
Total P&L (%) | 676.4995 | 503.375 | 173.1245 | 288.2963 | -1001.3497 | 1289.646 |
Avg Daily Profit (%) | 0.3733 | 0.2778 | 0.0955 | 0.0749 | 0 | 0.1453 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136501 | -90871 | -78641 | -2536181 | -1705660 | -1177583 |
Profit Factor | 1.9605 | 2.201 | 1.607 | 1.039 | 0.7761 | 1.4407 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Losing Trades | 100 | 53 | 47 | 100 | 53 | 47 |
Profitability (%) | 47.3684 | 44.2105 | 50.5263 | 47.3684 | 44.2105 | 50.5263 |
Ratio Avg Win / Avg Loss | 2.1783 | 2.7774 | 1.5735 | 1.1544 | 0.9794 | 1.4107 |
Largest Winning Trade | 565199 | 565199 | 68086 | 816252 | 404112 | 816252 |
Largest Losing Trade | -44555 | -35309 | -44555 | -631196 | -595995 | -631196 |
Avg Bars in Trades | 55 | 66 | 44 | 55 | 66 | 44 |
Avg Bars in Winners | 73 | 88 | 60 | 73 | 88 | 60 |
Avg Bars in Losers | 39 | 49 | 27 | 39 | 49 | 27 |
Bars Traded | 10563 | 6335 | 4228 | 10563 | 6335 | 4228 |
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 | 475708 | 372176 | -62628 | -270655 | -583330 | 74604 |
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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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