Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1226817.4528 | 1105435.6545 | 121381.7982 | 865922.0632 | -938120.2496 | 1804042.3128 |
Total P&L (%) | 1226.8175 | 1105.4357 | 121.3818 | 865.9221 | -938.1203 | 1804.0423 |
Avg Daily Profit (%) | 0.5212 | 0.4696 | 0.0516 | 0.0964 | 0 | 0.1253 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141649 | -86466 | -130815 | -3475961 | -2813320 | -1408893 |
Profit Factor | 3.0253 | 4.7548 | 1.3899 | 1.1067 | 0.7961 | 1.5137 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 30 | 26.6667 | 33.3333 | 30 | 26.6667 | 33.3333 |
Ratio Avg Win / Avg Loss | 7.0591 | 13.0758 | 2.7797 | 2.5824 | 2.1893 | 3.0274 |
Largest Winning Trade | 1052527 | 1052527 | 62510 | 1634710 | 868988 | 1634710 |
Largest Losing Trade | -44289 | -21370 | -44289 | -806526 | -806526 | -733133 |
Avg Bars in Trades | 76 | 60 | 92 | 76 | 60 | 92 |
Avg Bars in Winners | 179 | 142 | 208 | 179 | 142 | 208 |
Avg Bars in Losers | 32 | 30 | 34 | 32 | 30 | 34 |
Bars Traded | 6872 | 2704 | 4168 | 6872 | 2704 | 4168 |
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 | 324865 | -4445 | -128725 | -173416 | -600403 | -29303 |
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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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