Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1136562.5928 | 1086640.7763 | 49921.8165 | 267388.6886 | 2266082.492 | -1998693.8034 |
Total P&L (%) | 1136.5626 | 1086.6408 | 49.9218 | 267.3887 | 2266.0825 | -1998.6938 |
Avg Daily Profit (%) | 0.4768 | 0.4559 | 0.0209 | 0.0546 | 0.1328 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172664 | -119748 | -86512 | -3211310 | -2084186 | -2136420 |
Profit Factor | 2.107 | 3.0579 | 1.1001 | 1.0158 | 1.2617 | 0.7568 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Profitability (%) | 33.1169 | 33.7662 | 32.4675 | 33.1169 | 33.7662 | 32.4675 |
Ratio Avg Win / Avg Loss | 4.2553 | 5.9982 | 2.2882 | 2.0516 | 2.4748 | 1.5742 |
Largest Winning Trade | 794697 | 794697 | 71914 | 2577429 | 2577429 | 1041361 |
Largest Losing Trade | -40725 | -36229 | -40725 | -841317 | -841317 | -674249 |
Avg Bars in Trades | 45 | 35 | 55 | 45 | 35 | 55 |
Avg Bars in Winners | 104 | 80 | 129 | 104 | 80 | 129 |
Avg Bars in Losers | 16 | 12 | 19 | 16 | 12 | 19 |
Bars Traded | 6993 | 2753 | 4240 | 6993 | 2753 | 4240 |
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 | 311461 | -32204 | -324294 | -327748 | -62610 | -626776 |
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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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