Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 818356.1161 | 595628.6268 | 222727.4893 | 1761783.1613 | 1559318.598 | 202464.5633 |
Total P&L (%) | 818.3561 | 595.6286 | 222.7275 | 1761.7832 | 1559.3186 | 202.4646 |
Avg Daily Profit (%) | 0.5531 | 0.4026 | 0.1505 | 0.1978 | 0.19 | 0.0748 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127221 | -90312 | -71004 | -3349230 | -2800366 | -2240188 |
Profit Factor | 2.1369 | 2.3859 | 1.7679 | 1.1432 | 1.2202 | 1.0388 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 58 | 21 | 37 | 58 | 21 | 37 |
Losing Trades | 92 | 54 | 38 | 92 | 54 | 38 |
Profitability (%) | 38.6667 | 28 | 49.3333 | 38.6667 | 28 | 49.3333 |
Ratio Avg Win / Avg Loss | 3.3895 | 6.1352 | 1.8157 | 1.8133 | 3.1377 | 1.0668 |
Largest Winning Trade | 445135 | 445135 | 50768 | 2262805 | 2262805 | 616681 |
Largest Losing Trade | -27631 | -27631 | -26795 | -1184351 | -729972 | -1184351 |
Avg Bars in Trades | 116 | 97 | 135 | 116 | 97 | 135 |
Avg Bars in Winners | 196 | 193 | 198 | 196 | 193 | 198 |
Avg Bars in Losers | 66 | 60 | 74 | 66 | 60 | 74 |
Bars Traded | 17485 | 7335 | 10150 | 17485 | 7335 | 10150 |
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 | 413965 | -59236 | -46666 | -57518 | -64890 | -328134 |
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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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