Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1052589.9425 | 969522.4051 | 83067.5374 | 1097369.8966 | 1471324.6532 | -373954.7566 |
Total P&L (%) | 1052.5899 | 969.5224 | 83.0675 | 1097.3699 | 1471.3247 | -373.9548 |
Avg Daily Profit (%) | 0.4538 | 0.418 | 0.0358 | 0.1071 | 0.1188 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116622 | -108423 | -113283 | -3509858 | -3118579 | -1685309 |
Profit Factor | 2.0742 | 2.9322 | 1.1738 | 1.0759 | 1.1942 | 0.9457 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 50 | 19 | 31 | 50 | 19 | 31 |
Losing Trades | 94 | 53 | 41 | 94 | 53 | 41 |
Profitability (%) | 34.7222 | 26.3889 | 43.0556 | 34.7222 | 26.3889 | 43.0556 |
Ratio Avg Win / Avg Loss | 3.8996 | 8.1793 | 1.5524 | 2.0227 | 3.3312 | 1.2507 |
Largest Winning Trade | 406221 | 406221 | 83760 | 2573070 | 2573070 | 1023764 |
Largest Losing Trade | -32329 | -32032 | -32329 | -713150 | -645621 | -713150 |
Avg Bars in Trades | 46 | 40 | 52 | 46 | 40 | 52 |
Avg Bars in Winners | 94 | 93 | 94 | 94 | 93 | 94 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 6748 | 2941 | 3807 | 6748 | 2941 | 3807 |
Profit Streak | 16.0848 | 0 | 25.7514 | 16.0848 | 0 | 25.7514 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330039 | -87651 | -254959 | -190493 | -142890 | -660727 |
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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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