Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1303195.999 | 1215526.3092 | 87669.6898 | 659313.9816 | -204970.6634 | 864284.645 |
Total P&L (%) | 1303.196 | 1215.5263 | 87.6697 | 659.314 | -204.9707 | 864.2846 |
Avg Daily Profit (%) | 0.5534 | 0.5161 | 0.0372 | 0.0861 | 0 | 0.0963 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119197 | -63692 | -143175 | -1022353 | -870514 | -550414 |
Profit Factor | 3.1606 | 4.958 | 1.2961 | 1.1978 | 0.8911 | 1.5956 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 30.3371 | 24.4444 | 36.3636 | 30.3371 | 24.4444 | 36.3636 |
Ratio Avg Win / Avg Loss | 7.2576 | 15.3246 | 2.2682 | 2.7505 | 2.7543 | 2.7923 |
Largest Winning Trade | 1192761 | 1192761 | 60313 | 654473 | 442850 | 654473 |
Largest Losing Trade | -35102 | -18388 | -35102 | -343700 | -196273 | -343700 |
Avg Bars in Trades | 74 | 57 | 91 | 74 | 57 | 91 |
Avg Bars in Winners | 180 | 150 | 200 | 180 | 150 | 200 |
Avg Bars in Losers | 28 | 27 | 29 | 28 | 27 | 29 |
Bars Traded | 6609 | 2578 | 4031 | 6609 | 2578 | 4031 |
Profit Streak | 0 | 0 | 45.3863 | 0 | 0 | 45.3863 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348798 | -13693 | -146687 | -86811 | -610197 | -65708 |
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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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