Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 809079.1918 | 642346.2318 | 166732.96 | 1925642.7478 | -2794571.2689 | 4720214.0166 |
Total P&L (%) | 809.0792 | 642.3462 | 166.733 | 1925.6427 | -2794.5713 | 4720.214 |
Avg Daily Profit (%) | 0.3884 | 0.3083 | 0.08 | 0.1445 | 0 | 0.1862 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124845 | -103634 | -88732 | -6257907 | -5336242 | -2736069 |
Profit Factor | 2.0606 | 2.4957 | 1.5001 | 1.1 | 0.7706 | 1.6672 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 58 | 23 | 35 | 58 | 23 | 35 |
Losing Trades | 86 | 49 | 37 | 86 | 49 | 37 |
Profitability (%) | 40.2778 | 31.9444 | 48.6111 | 40.2778 | 31.9444 | 48.6111 |
Ratio Avg Win / Avg Loss | 3.0554 | 5.3169 | 1.5858 | 1.631 | 1.6417 | 1.7625 |
Largest Winning Trade | 321592 | 321592 | 61702 | 3135642 | 3135642 | 2782368 |
Largest Losing Trade | -35800 | -26797 | -35800 | -1896026 | -1270685 | -1896026 |
Avg Bars in Trades | 171 | 142 | 199 | 171 | 142 | 199 |
Avg Bars in Winners | 290 | 269 | 305 | 290 | 269 | 305 |
Avg Bars in Losers | 90 | 83 | 100 | 90 | 83 | 100 |
Bars Traded | 24670 | 10281 | 14389 | 24670 | 10281 | 14389 |
Profit Streak | 2.3326 | 13.9159 | 0 | 2.3326 | 13.9159 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302201 | -72161 | -163677 | -114291 | -663882 | -68920 |
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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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