Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1165779.0214 | 977511.1298 | 188267.8916 | 8202635.4194 | -231796.2027 | 8434431.6222 |
Total P&L (%) | 1165.779 | 977.5111 | 188.2679 | 8202.6354 | -231.7962 | 8434.4316 |
Avg Daily Profit (%) | 0.4877 | 0.4089 | 0.0788 | 0.185 | 0 | 0.1862 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115508 | -84419 | -88503 | -19639020 | -13572395 | -8562339 |
Profit Factor | 2.4437 | 3.2893 | 1.4948 | 1.1184 | 0.9942 | 1.2863 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 120 | 63 | 57 | 120 | 63 | 57 |
Profitability (%) | 30.2326 | 26.7442 | 33.7209 | 30.2326 | 26.7442 | 33.7209 |
Ratio Avg Win / Avg Loss | 5.6394 | 9.0098 | 2.9381 | 2.581 | 2.7232 | 2.5282 |
Largest Winning Trade | 448250 | 448250 | 63066 | 7614098 | 7614098 | 5243131 |
Largest Losing Trade | -38920 | -38920 | -34715 | -3782165 | -3782165 | -2645831 |
Avg Bars in Trades | 26 | 28 | 23 | 26 | 28 | 23 |
Avg Bars in Winners | 61 | 68 | 56 | 61 | 68 | 56 |
Avg Bars in Losers | 10 | 14 | 6 | 10 | 14 | 6 |
Bars Traded | 4484 | 2492 | 1991 | 4484 | 2492 | 1991 |
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 | 311199 | -6062 | -91788 | -87739 | -600174 | 95528 |
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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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