Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1782073.0457 | 1719367.8264 | 62705.2192 | 345109.2628 | 358675.8469 | -13566.5841 |
Total P&L (%) | 1782.073 | 1719.3678 | 62.7052 | 345.1093 | 358.6758 | -13.5666 |
Avg Daily Profit (%) | 0.7488 | 0.7224 | 0.0263 | 0.0628 | 0.064 | -0.0061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155500 | -97597 | -107989 | -4329092 | -3587776 | -2335333 |
Profit Factor | 3.005 | 4.9547 | 1.1381 | 1.0233 | 1.0402 | 0.9977 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 39.604 | 37.2549 | 42 | 39.604 | 37.2549 | 42 |
Ratio Avg Win / Avg Loss | 4.5826 | 8.3447 | 1.5717 | 1.5606 | 1.7519 | 1.3778 |
Largest Winning Trade | 1544840 | 1544840 | 69870 | 3259084 | 3259084 | 1522557 |
Largest Losing Trade | -59292 | -59292 | -48861 | -2513682 | -2513682 | -785019 |
Avg Bars in Trades | 45 | 25 | 66 | 45 | 25 | 66 |
Avg Bars in Winners | 77 | 48 | 103 | 77 | 48 | 103 |
Avg Bars in Losers | 25 | 12 | 39 | 25 | 12 | 39 |
Bars Traded | 4632 | 1320 | 3311 | 4632 | 1320 | 3311 |
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 | 528973 | -164469 | -408836 | -306675 | -467392 | -762277 |
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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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