Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 520980.0852 | 422529.457 | 98450.6282 | 761793.5238 | 196649.4188 | 565144.105 |
Total P&L (%) | 520.9801 | 422.5295 | 98.4506 | 761.7935 | 196.6494 | 565.1441 |
Avg Daily Profit (%) | 0.2778 | 0.2253 | 0.0525 | 0.1149 | 0.058 | 0.1011 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89995 | -66697 | -89007 | -1068758 | -804889 | -507593 |
Profit Factor | 2.0601 | 2.8675 | 1.3713 | 1.2546 | 1.1318 | 1.3767 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 50 | 47.5 | 52.5 | 50 | 47.5 | 52.5 |
Ratio Avg Win / Avg Loss | 2.0601 | 3.1693 | 1.2407 | 1.2546 | 1.251 | 1.2456 |
Largest Winning Trade | 275485 | 275485 | 58158 | 602279 | 602279 | 513597 |
Largest Losing Trade | -48147 | -48147 | -31258 | -303143 | -274556 | -303143 |
Avg Bars in Trades | 68 | 54 | 82 | 68 | 54 | 82 |
Avg Bars in Winners | 101 | 78 | 122 | 101 | 78 | 122 |
Avg Bars in Losers | 35 | 32 | 38 | 35 | 32 | 38 |
Bars Traded | 5484 | 2180 | 3304 | 5484 | 2180 | 3304 |
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 | -11158 | 445234 | -121937 | -63136 | -191932 | -56697 |
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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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