Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1600532.6606 | 1530880.0945 | 69652.5661 | 276317.7923 | -903879.5179 | 1180197.3102 |
Total P&L (%) | 1600.5327 | 1530.8801 | 69.6526 | 276.3178 | -903.8795 | 1180.1973 |
Avg Daily Profit (%) | 0.8397 | 0.8032 | 0.0365 | 0.0696 | 0 | 0.1339 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164092 | -167105 | -37267 | -2529594 | -2770099 | -515236 |
Profit Factor | 3.6652 | 4.7925 | 1.3538 | 1.0502 | 0.7779 | 1.8217 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 78 | 43 | 35 | 78 | 43 | 35 |
Profitability (%) | 34.4538 | 27.1186 | 41.6667 | 34.4538 | 27.1186 | 41.6667 |
Ratio Avg Win / Avg Loss | 6.9728 | 12.8797 | 1.8953 | 1.9979 | 2.0907 | 2.5503 |
Largest Winning Trade | 1552962 | 1552962 | 31626 | 1267563 | 1267563 | 437839 |
Largest Losing Trade | -54185 | -54185 | -23682 | -961074 | -961074 | -462948 |
Avg Bars in Trades | 185 | 239 | 131 | 185 | 239 | 131 |
Avg Bars in Winners | 335 | 540 | 204 | 335 | 540 | 204 |
Avg Bars in Losers | 106 | 127 | 80 | 106 | 127 | 80 |
Bars Traded | 22029 | 14114 | 7914 | 22029 | 14114 | 7914 |
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 | 514318 | -176623 | -315279 | -270012 | -775435 | -183156 |
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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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