Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1201267.725 | 1150237.0191 | 51030.7058 | 77290.3181 | -530002.3058 | 607292.6238 |
Total P&L (%) | 1201.2677 | 1150.237 | 51.0307 | 77.2903 | -530.0023 | 607.2926 |
Avg Daily Profit (%) | 0.5077 | 0.4861 | 0.0216 | 0.0242 | 0 | 0.0827 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222839 | -185359 | -65474 | -3506363 | -2810144 | -736894 |
Profit Factor | 2.8667 | 4.0808 | 1.1889 | 1.0129 | 0.859 | 1.2742 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 52 | 51.3514 | 52.6316 | 52 | 51.3514 | 52.6316 |
Ratio Avg Win / Avg Loss | 2.6462 | 3.8661 | 1.07 | 0.935 | 0.8138 | 1.1467 |
Largest Winning Trade | 1181596 | 1181596 | 53646 | 1170855 | 1170855 | 628824 |
Largest Losing Trade | -60519 | -60519 | -50994 | -1378304 | -1378304 | -649056 |
Avg Bars in Trades | 120 | 182 | 60 | 120 | 182 | 60 |
Avg Bars in Winners | 145 | 210 | 82 | 145 | 210 | 82 |
Avg Bars in Losers | 94 | 153 | 35 | 94 | 153 | 35 |
Bars Traded | 9063 | 6759 | 2304 | 9063 | 6759 | 2304 |
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 | -44878 | 640245 | -177708 | -429517 | -580597 | -81832 |
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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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