Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1165054.6856 | 1019481.7861 | 145572.8995 | 1369574.7754 | 786258.8585 | 583315.917 |
Total P&L (%) | 1165.0547 | 1019.4818 | 145.5729 | 1369.5748 | 786.2589 | 583.3159 |
Avg Daily Profit (%) | 0.6282 | 0.5497 | 0.0785 | 0.145 | 0.1177 | 0.1037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98937 | -104465 | -67498 | -1006826 | -748624 | -753839 |
Profit Factor | 3.0021 | 4.6012 | 1.4871 | 1.2331 | 1.2764 | 1.1924 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 45.3782 | 40 | 50.8475 | 45.3782 | 40 | 50.8475 |
Ratio Avg Win / Avg Loss | 3.6136 | 6.9019 | 1.4376 | 1.4843 | 1.9147 | 1.1527 |
Largest Winning Trade | 970414 | 970414 | 66991 | 1112628 | 1112628 | 686348 |
Largest Losing Trade | -37898 | -25576 | -37898 | -473073 | -321091 | -473073 |
Avg Bars in Trades | 45 | 39 | 51 | 45 | 39 | 51 |
Avg Bars in Winners | 71 | 63 | 78 | 71 | 63 | 78 |
Avg Bars in Losers | 23 | 23 | 22 | 23 | 23 | 22 |
Bars Traded | 5386 | 2377 | 3009 | 5386 | 2377 | 3009 |
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 | 574193 | -154817 | -263496 | -845 | -207740 | -239568 |
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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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