Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 562749.849 | 433356.0672 | 129393.7818 | 1670853.2573 | 1023194.0337 | 647659.2236 |
Total P&L (%) | 562.7498 | 433.3561 | 129.3938 | 1670.8533 | 1023.194 | 647.6592 |
Avg Daily Profit (%) | 0.2404 | 0.1852 | 0.0553 | 0.1229 | 0.1034 | 0.086 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104717 | -67190 | -74852 | -3298277 | -1530620 | -1947419 |
Profit Factor | 1.9119 | 2.4714 | 1.4011 | 1.1775 | 1.2112 | 1.1418 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Profitability (%) | 47.0149 | 44.7761 | 49.2537 | 47.0149 | 44.7761 | 49.2537 |
Ratio Avg Win / Avg Loss | 2.1547 | 3.0481 | 1.4436 | 1.3271 | 1.4938 | 1.1764 |
Largest Winning Trade | 179680 | 179680 | 69927 | 1300342 | 856674 | 1300342 |
Largest Losing Trade | -32508 | -32508 | -29496 | -1387273 | -677960 | -1387273 |
Avg Bars in Trades | 68 | 61 | 75 | 68 | 61 | 75 |
Avg Bars in Winners | 99 | 88 | 110 | 99 | 88 | 110 |
Avg Bars in Losers | 41 | 40 | 41 | 41 | 40 | 41 |
Bars Traded | 9219 | 4147 | 5072 | 9219 | 4147 | 5072 |
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 | 403480 | -106785 | -235361 | -54601 | -173975 | -259217 |
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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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