Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 657970.4457 | 599994.8156 | 57975.63 | -50146.8814 | 1051980.7496 | -1102127.631 |
Total P&L (%) | 657.9704 | 599.9948 | 57.9756 | -50.1469 | 1051.9808 | -1102.1276 |
Avg Daily Profit (%) | 0.4418 | 0.4029 | 0.0389 | -0.0467 | 0.1642 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -314058 | -183063 | -173213 | -4695825 | -2684124 | -2248329 |
Profit Factor | 1.5043 | 1.8372 | 1.0986 | 0.9957 | 1.1679 | 0.7927 |
Total Trades | 289 | 144 | 145 | 289 | 144 | 145 |
Winning Trades | 107 | 39 | 68 | 107 | 39 | 68 |
Losing Trades | 182 | 105 | 77 | 182 | 105 | 77 |
Profitability (%) | 37.0242 | 27.0833 | 46.8966 | 37.0242 | 27.0833 | 46.8966 |
Ratio Avg Win / Avg Loss | 2.5588 | 4.9463 | 1.244 | 1.6936 | 3.1444 | 0.8977 |
Largest Winning Trade | 449559 | 449559 | 33037 | 2843265 | 2843265 | 287867 |
Largest Losing Trade | -59800 | -33680 | -59800 | -1059150 | -1059150 | -688974 |
Avg Bars in Trades | 60 | 74 | 47 | 60 | 74 | 47 |
Avg Bars in Winners | 79 | 121 | 54 | 79 | 121 | 54 |
Avg Bars in Losers | 50 | 56 | 41 | 50 | 56 | 41 |
Bars Traded | 17599 | 10683 | 6916 | 17599 | 10683 | 6916 |
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 | 324489 | -7547 | -255145 | -581534 | -47774 | -582155 |
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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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