Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1126178.1087 | 950278.178 | 175899.9307 | 2990426.6533 | 42977.2216 | 2947449.4317 |
Total P&L (%) | 1126.1781 | 950.2782 | 175.8999 | 2990.4267 | 42.9772 | 2947.4494 |
Avg Daily Profit (%) | 0.4881 | 0.4119 | 0.0762 | 0.1488 | 0.0155 | 0.1482 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96808 | -112348 | -155043 | -4227581 | -3962635 | -1795959 |
Profit Factor | 1.8153 | 2.2439 | 1.285 | 1.1881 | 1.0046 | 1.4555 |
Total Trades | 325 | 163 | 162 | 325 | 163 | 162 |
Winning Trades | 103 | 46 | 57 | 103 | 46 | 57 |
Losing Trades | 222 | 117 | 105 | 222 | 117 | 105 |
Profitability (%) | 31.6923 | 28.2209 | 35.1852 | 31.6923 | 28.2209 | 35.1852 |
Ratio Avg Win / Avg Loss | 3.9127 | 5.7072 | 2.3671 | 2.5607 | 2.5551 | 2.6812 |
Largest Winning Trade | 461050 | 461050 | 43968 | 3163077 | 3163077 | 1481240 |
Largest Losing Trade | -43144 | -43144 | -21629 | -664686 | -664686 | -537646 |
Avg Bars in Trades | 41 | 48 | 35 | 41 | 48 | 35 |
Avg Bars in Winners | 87 | 100 | 76 | 87 | 100 | 76 |
Avg Bars in Losers | 20 | 27 | 13 | 20 | 27 | 13 |
Bars Traded | 13597 | 7840 | 5757 | 13597 | 7840 | 5757 |
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 | 306863 | -1201 | -95516 | -11944 | -403825 | 68336 |
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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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