Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1285570.8389 | 1155553.4385 | 130017.4004 | 637058.0126 | -118726.2995 | 755784.312 |
Total P&L (%) | 1285.5708 | 1155.5534 | 130.0174 | 637.058 | -118.7263 | 755.7843 |
Avg Daily Profit (%) | 0.7158 | 0.6434 | 0.0724 | 0.1113 | 0 | 0.1196 |
Buy And Hold Return (%) | 148.119 | 148.119 | 148.119 | 148.119 | 148.119 | 148.119 |
Max Trade Drawdown | -63652 | -74384 | -48258 | -653667 | -643532 | -550713 |
Profit Factor | 3.8496 | 5.8806 | 1.6065 | 1.1959 | 0.9367 | 1.5493 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 51.25 | 45 | 57.5 | 51.25 | 45 | 57.5 |
Ratio Avg Win / Avg Loss | 3.6618 | 7.1874 | 1.1874 | 1.1376 | 1.1449 | 1.1451 |
Largest Winning Trade | 1207975 | 1207975 | 60480 | 502196 | 502196 | 370171 |
Largest Losing Trade | -58426 | -34639 | -58426 | -300403 | -249539 | -300403 |
Avg Bars in Trades | 39 | 25 | 53 | 39 | 25 | 53 |
Avg Bars in Winners | 54 | 36 | 69 | 54 | 36 | 69 |
Avg Bars in Losers | 23 | 17 | 32 | 23 | 17 | 32 |
Bars Traded | 3174 | 1030 | 2144 | 3174 | 1030 | 2144 |
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 | -4217 | 670672 | -259129 | -74625 | -580749 | -31572 |
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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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