Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1071523.0596 | 1037462.2679 | 34060.7917 | 72338.1182 | 97565.6772 | -25227.559 |
Total P&L (%) | 1071.5231 | 1037.4623 | 34.0608 | 72.3381 | 97.5657 | -25.2276 |
Avg Daily Profit (%) | 0.4436 | 0.4295 | 0.0141 | 0.0225 | 0.0282 | -0.012 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113436 | -84185 | -106575 | -246721 | -222962 | -161710 |
Profit Factor | 2.4159 | 3.8428 | 1.0869 | 1.0673 | 1.1877 | 0.9546 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 44.4444 | 37.7778 | 51.1111 | 44.4444 | 37.7778 | 51.1111 |
Ratio Avg Win / Avg Loss | 3.0198 | 6.3293 | 1.0397 | 1.3341 | 1.9563 | 0.9131 |
Largest Winning Trade | 880598 | 880598 | 66745 | 287712 | 287712 | 134784 |
Largest Losing Trade | -51625 | -48011 | -51625 | -120209 | -120209 | -97761 |
Avg Bars in Trades | 78 | 61 | 94 | 78 | 61 | 94 |
Avg Bars in Winners | 120 | 98 | 137 | 120 | 98 | 137 |
Avg Bars in Losers | 44 | 39 | 50 | 44 | 39 | 50 |
Bars Traded | 7031 | 2767 | 4264 | 7031 | 2767 | 4264 |
Profit Streak | 0 | 0 | 47.2116 | 0 | 0 | 47.2116 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460873 | 441297 | -299967 | -311191 | -172818 | -579079 |
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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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