Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1091103.2533 | 972519.9151 | 118583.3383 | 674819.2249 | -681865.3249 | 1356684.5497 |
Total P&L (%) | 1091.1033 | 972.5199 | 118.5833 | 674.8192 | -681.8653 | 1356.6846 |
Avg Daily Profit (%) | 0.4641 | 0.4137 | 0.0504 | 0.0871 | 0 | 0.114 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117499 | -97257 | -122291 | -1357572 | -1441119 | -550694 |
Profit Factor | 2.3134 | 3.4002 | 1.2786 | 1.1339 | 0.7693 | 1.6504 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 73 | 29 | 44 | 73 | 29 | 44 |
Losing Trades | 104 | 60 | 44 | 104 | 60 | 44 |
Profitability (%) | 41.2429 | 32.5843 | 50 | 41.2429 | 32.5843 | 50 |
Ratio Avg Win / Avg Loss | 3.2958 | 7.035 | 1.2786 | 1.6153 | 1.5917 | 1.6504 |
Largest Winning Trade | 852307 | 852307 | 64306 | 594346 | 413231 | 594346 |
Largest Losing Trade | -49489 | -27517 | -49489 | -232699 | -224083 | -232699 |
Avg Bars in Trades | 78 | 53 | 103 | 78 | 53 | 103 |
Avg Bars in Winners | 147 | 109 | 173 | 147 | 109 | 173 |
Avg Bars in Losers | 29 | 26 | 33 | 29 | 26 | 33 |
Bars Traded | 13862 | 4784 | 9078 | 13862 | 4784 | 9078 |
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 | 439986 | 333991 | -125914 | -150871 | -585089 | -37564 |
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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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