Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2713536.2773 | 2703903.6562 | 9632.6211 | -9638.6369 | 428076.1778 | -437714.8147 |
Total P&L (%) | 2713.5363 | 2703.9037 | 9.6326 | -9.6386 | 428.0762 | -437.7148 |
Avg Daily Profit (%) | 1.1735 | 1.1693 | 0.0042 | -0.0044 | 0.072 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -251812 | -228127 | -66956 | -2797519 | -1923525 | -1431343 |
Profit Factor | 3.8379 | 5.092 | 1.0326 | 0.9983 | 1.1252 | 0.7927 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 54 | 22 | 32 | 54 | 22 | 32 |
Losing Trades | 67 | 38 | 29 | 67 | 38 | 29 |
Profitability (%) | 44.6281 | 36.6667 | 52.459 | 44.6281 | 36.6667 | 52.459 |
Ratio Avg Win / Avg Loss | 4.7619 | 8.7953 | 0.9358 | 1.2386 | 1.9436 | 0.7184 |
Largest Winning Trade | 2680467 | 2680467 | 30039 | 1565149 | 1565149 | 257534 |
Largest Losing Trade | -52014 | -52014 | -31548 | -847173 | -550501 | -847173 |
Avg Bars in Trades | 111 | 193 | 31 | 111 | 193 | 31 |
Avg Bars in Winners | 140 | 296 | 32 | 140 | 296 | 32 |
Avg Bars in Losers | 88 | 133 | 29 | 88 | 133 | 29 |
Bars Traded | 13499 | 11583 | 1916 | 13499 | 11583 | 1916 |
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 | 671937 | -153294 | -700715 | -580879 | -353135 | -742139 |
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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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