Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 940002.8005 | 817900.8004 | 122102.0001 | 843852.0343 | 795126.1745 | 48725.8598 |
Total P&L (%) | 940.0028 | 817.9008 | 122.102 | 843.852 | 795.1262 | 48.7259 |
Avg Daily Profit (%) | 0.5078 | 0.4419 | 0.066 | 0.1213 | 0.1185 | 0.0214 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119127 | -93101 | -47723 | -2853653 | -2023738 | -1354468 |
Profit Factor | 2.6481 | 3.7298 | 1.451 | 1.1003 | 1.1695 | 1.0131 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Profitability (%) | 33.8843 | 32.7869 | 35 | 33.8843 | 32.7869 | 35 |
Ratio Avg Win / Avg Loss | 5.167 | 7.6461 | 2.6947 | 2.1469 | 2.3974 | 1.8815 |
Largest Winning Trade | 732240 | 732240 | 59384 | 1989872 | 1989872 | 899841 |
Largest Losing Trade | -20919 | -19361 | -20919 | -482100 | -482100 | -426096 |
Avg Bars in Trades | 29 | 21 | 38 | 29 | 21 | 38 |
Avg Bars in Winners | 64 | 46 | 81 | 64 | 46 | 81 |
Avg Bars in Losers | 11 | 8 | 14 | 11 | 8 | 14 |
Bars Traded | 3580 | 1283 | 2297 | 3580 | 1283 | 2297 |
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 | 361848 | -151405 | -278026 | -145349 | -235792 | -545963 |
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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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