Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1007652.2873 | 867487.5135 | 140164.7737 | 998650.7295 | 424583.2111 | 574067.5185 |
Total P&L (%) | 1007.6523 | 867.4875 | 140.1648 | 998.6507 | 424.5832 | 574.0675 |
Avg Daily Profit (%) | 0.4338 | 0.3734 | 0.0603 | 0.1032 | 0.0714 | 0.0822 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204684 | -151470 | -211075 | -9844466 | -7585259 | -2644961 |
Profit Factor | 1.7312 | 2.2726 | 1.2013 | 1.0456 | 1.033 | 1.0633 |
Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
Winning Trades | 85 | 34 | 51 | 85 | 34 | 51 |
Losing Trades | 164 | 91 | 73 | 164 | 91 | 73 |
Profitability (%) | 34.1365 | 27.2 | 41.129 | 34.1365 | 27.2 | 41.129 |
Ratio Avg Win / Avg Loss | 3.3402 | 6.0825 | 1.7195 | 2.0173 | 2.7649 | 1.522 |
Largest Winning Trade | 483485 | 483485 | 55770 | 5879670 | 5879670 | 1627105 |
Largest Losing Trade | -34179 | -21488 | -34179 | -1826489 | -1826489 | -1197226 |
Avg Bars in Trades | 36 | 33 | 40 | 36 | 33 | 40 |
Avg Bars in Winners | 70 | 73 | 68 | 70 | 73 | 68 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 9212 | 4249 | 4963 | 9212 | 4249 | 4963 |
Profit Streak | 0 | 0 | 20.8252 | 0 | 0 | 20.8252 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304236 | -6494 | -114886 | -228915 | -301053 | -235699 |
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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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