Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 939279.6509 | 785116.0464 | 154163.6046 | 1061531.4317 | 144833.2528 | 916698.1789 |
Total P&L (%) | 939.2797 | 785.116 | 154.1636 | 1061.5314 | 144.8333 | 916.6982 |
Avg Daily Profit (%) | 0.5072 | 0.4239 | 0.0832 | 0.1325 | 0.0484 | 0.1253 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74226 | -100280 | -56070 | -1124632 | -1189391 | -422714 |
Profit Factor | 2.5485 | 3.2197 | 1.6097 | 1.1974 | 1.0441 | 1.4384 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 45 | 14 | 31 | 45 | 14 | 31 |
Losing Trades | 72 | 45 | 27 | 72 | 45 | 27 |
Profitability (%) | 38.4615 | 23.7288 | 53.4483 | 38.4615 | 23.7288 | 53.4483 |
Ratio Avg Win / Avg Loss | 4.0776 | 10.349 | 1.402 | 1.9158 | 3.3559 | 1.2528 |
Largest Winning Trade | 743890 | 743890 | 52527 | 1069043 | 1069043 | 554801 |
Largest Losing Trade | -33815 | -33815 | -21135 | -330851 | -330851 | -275902 |
Avg Bars in Trades | 61 | 52 | 70 | 61 | 52 | 70 |
Avg Bars in Winners | 109 | 138 | 96 | 109 | 138 | 96 |
Avg Bars in Losers | 31 | 25 | 39 | 31 | 25 | 39 |
Bars Traded | 7167 | 3097 | 4070 | 7167 | 3097 | 4070 |
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 | 408430 | -196269 | -259489 | -22222 | -511660 | -203999 |
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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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