Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 791214.1549 | 694970.7875 | 96243.3674 | 753123.2696 | 1623122.7922 | -869999.5226 |
Total P&L (%) | 791.2142 | 694.9708 | 96.2434 | 753.1233 | 1623.1228 | -869.9995 |
Avg Daily Profit (%) | 0.3314 | 0.2911 | 0.0403 | 0.0898 | 0.1193 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151498 | -99596 | -124654 | -2526810 | -1948335 | -1885995 |
Profit Factor | 1.8895 | 2.6352 | 1.2072 | 1.0603 | 1.2519 | 0.8559 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 38.6139 | 36 | 41.1765 | 38.6139 | 36 | 41.1765 |
Ratio Avg Win / Avg Loss | 3.0038 | 4.6849 | 1.7245 | 1.6857 | 2.2256 | 1.2227 |
Largest Winning Trade | 202392 | 202392 | 67970 | 1936004 | 1936004 | 797581 |
Largest Losing Trade | -41482 | -39097 | -41482 | -892888 | -892888 | -803469 |
Avg Bars in Trades | 68 | 61 | 74 | 68 | 61 | 74 |
Avg Bars in Winners | 122 | 106 | 137 | 122 | 106 | 137 |
Avg Bars in Losers | 33 | 37 | 29 | 33 | 37 | 29 |
Bars Traded | 6877 | 3096 | 3781 | 6877 | 3096 | 3781 |
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 | 309198 | -171657 | -321913 | -229809 | -217903 | -762598 |
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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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