Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 791025.6112 | 627886.2448 | 163139.3664 | 1630934.6892 | 826389.46 | 804545.2292 |
Total P&L (%) | 791.0256 | 627.8862 | 163.1394 | 1630.9347 | 826.3895 | 804.5452 |
Avg Daily Profit (%) | 0.4962 | 0.3939 | 0.1023 | 0.179 | 0.1397 | 0.1382 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115510 | -73233 | -62433 | -972325 | -1019224 | -597457 |
Profit Factor | 2.3683 | 3.0184 | 1.6109 | 1.3052 | 1.2711 | 1.3503 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 41 | 15 | 26 | 41 | 15 | 26 |
Losing Trades | 88 | 50 | 38 | 88 | 50 | 38 |
Profitability (%) | 31.7829 | 23.0769 | 40.625 | 31.7829 | 23.0769 | 40.625 |
Ratio Avg Win / Avg Loss | 5.0831 | 10.0613 | 2.3544 | 2.8013 | 4.2371 | 1.9735 |
Largest Winning Trade | 378602 | 378602 | 67042 | 1308781 | 1308781 | 749949 |
Largest Losing Trade | -20243 | -16544 | -20243 | -378642 | -309534 | -378642 |
Avg Bars in Trades | 72 | 58 | 86 | 72 | 58 | 86 |
Avg Bars in Winners | 174 | 168 | 178 | 174 | 168 | 178 |
Avg Bars in Losers | 24 | 26 | 23 | 24 | 26 | 23 |
Bars Traded | 9357 | 3829 | 5528 | 9357 | 3829 | 5528 |
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 | 300162 | -154788 | -196414 | 84325 | -175301 | -149671 |
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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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