Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 690282.8899 | 423455.4967 | 266827.3932 | 2933755.4063 | -1054848.3557 | 3988603.762 |
Total P&L (%) | 690.2829 | 423.4555 | 266.8274 | 2933.7554 | -1054.8484 | 3988.6038 |
Avg Daily Profit (%) | 0.3818 | 0.2342 | 0.1476 | 0.1889 | 0 | 0.2055 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92991 | -168137 | -24275 | -2329645 | -3169765 | -1173672 |
Profit Factor | 2.437 | 2.2612 | 2.845 | 1.2066 | 0.8866 | 1.8148 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 47 | 17 | 30 | 47 | 17 | 30 |
Losing Trades | 90 | 52 | 38 | 90 | 52 | 38 |
Profitability (%) | 34.3066 | 24.6377 | 44.1176 | 34.3066 | 24.6377 | 44.1176 |
Ratio Avg Win / Avg Loss | 4.6665 | 6.9166 | 3.6036 | 2.3106 | 2.712 | 2.2987 |
Largest Winning Trade | 322172 | 322172 | 66014 | 2234912 | 2234912 | 1473453 |
Largest Losing Trade | -29790 | -29790 | -12044 | -646011 | -630586 | -646011 |
Avg Bars in Trades | 36 | 41 | 32 | 36 | 41 | 32 |
Avg Bars in Winners | 65 | 77 | 58 | 65 | 77 | 58 |
Avg Bars in Losers | 22 | 29 | 12 | 22 | 29 | 12 |
Bars Traded | 5068 | 2851 | 2217 | 5068 | 2851 | 2217 |
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 | 305814 | -121152 | -102345 | 101780 | -711370 | -100218 |
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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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