Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 804122.4714 | 704416.229 | 99706.2424 | 458719.6946 | 22060.1232 | 436659.5714 |
Total P&L (%) | 804.1225 | 704.4162 | 99.7062 | 458.7197 | 22.0601 | 436.6596 |
Avg Daily Profit (%) | 0.4323 | 0.3787 | 0.0536 | 0.0925 | 0.0107 | 0.0904 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107908 | -104629 | -79276 | -1799429 | -1474623 | -1229881 |
Profit Factor | 2.0224 | 2.86 | 1.2445 | 1.0501 | 1.0049 | 1.0934 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 90 | 43 | 47 | 90 | 43 | 47 |
Losing Trades | 95 | 49 | 46 | 95 | 49 | 46 |
Profitability (%) | 48.6486 | 46.7391 | 50.5376 | 48.6486 | 46.7391 | 50.5376 |
Ratio Avg Win / Avg Loss | 2.1347 | 3.2591 | 1.218 | 1.1084 | 1.1451 | 1.0702 |
Largest Winning Trade | 675884 | 675884 | 68535 | 1236190 | 1236190 | 807708 |
Largest Losing Trade | -31511 | -31511 | -25142 | -386960 | -386960 | -374905 |
Avg Bars in Trades | 39 | 33 | 45 | 39 | 33 | 45 |
Avg Bars in Winners | 49 | 40 | 57 | 49 | 40 | 57 |
Avg Bars in Losers | 30 | 27 | 33 | 30 | 27 | 33 |
Bars Traded | 7317 | 3095 | 4222 | 7317 | 3095 | 4222 |
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 | 515163 | 484148 | -121823 | -234442 | -400730 | -190311 |
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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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