Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 758849.7681 | 579152.5801 | 179697.188 | 948028.8457 | 796900.1879 | 151128.6578 |
Total P&L (%) | 758.8498 | 579.1526 | 179.6972 | 948.0288 | 796.9002 | 151.1287 |
Avg Daily Profit (%) | 0.5125 | 0.3911 | 0.1214 | 0.1588 | 0.1483 | 0.0622 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101335 | -85341 | -77318 | -2448568 | -2063912 | -1023259 |
Profit Factor | 2.0626 | 2.4637 | 1.5643 | 1.1055 | 1.1572 | 1.0386 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 46 | 15 | 31 | 46 | 15 | 31 |
Losing Trades | 93 | 54 | 39 | 93 | 54 | 39 |
Profitability (%) | 33.0935 | 21.7391 | 44.2857 | 33.0935 | 21.7391 | 44.2857 |
Ratio Avg Win / Avg Loss | 4.17 | 8.8693 | 1.9679 | 2.2351 | 4.1659 | 1.3066 |
Largest Winning Trade | 350981 | 350981 | 67659 | 2055351 | 2055351 | 547481 |
Largest Losing Trade | -45416 | -21784 | -45416 | -454525 | -438747 | -454525 |
Avg Bars in Trades | 126 | 98 | 154 | 126 | 98 | 154 |
Avg Bars in Winners | 262 | 256 | 265 | 262 | 256 | 265 |
Avg Bars in Losers | 59 | 54 | 65 | 59 | 54 | 65 |
Bars Traded | 17591 | 6796 | 10795 | 17591 | 6796 | 10795 |
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 | 303220 | -131778 | -124868 | -101859 | -187347 | -384607 |
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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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