Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1787542.2046 | 1792534.5314 | -4992.3268 | -66622.6433 | -157701.108 | 91078.4646 |
Total P&L (%) | 1787.5422 | 1792.5345 | -4.9923 | -66.6226 | -157.7011 | 91.0785 |
Avg Daily Profit (%) | 0.7591 | 0.7613 | -0.0021 | -0.0466 | 0 | 0.0275 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167197 | -138654 | -143784 | -433269 | -493969 | -147384 |
Profit Factor | 2.9904 | 4.7792 | 0.9882 | 0.9562 | 0.8274 | 1.1499 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 44 | 17 | 27 | 44 | 17 | 27 |
Losing Trades | 62 | 36 | 26 | 62 | 36 | 26 |
Profitability (%) | 41.5094 | 32.0755 | 50.9434 | 41.5094 | 32.0755 | 50.9434 |
Ratio Avg Win / Avg Loss | 4.2138 | 10.1206 | 0.9516 | 1.3474 | 1.7521 | 1.1073 |
Largest Winning Trade | 1909796 | 1909796 | 56399 | 370774 | 370774 | 105327 |
Largest Losing Trade | -60941 | -39905 | -60941 | -186217 | -186217 | -97791 |
Avg Bars in Trades | 65 | 60 | 69 | 65 | 60 | 69 |
Avg Bars in Winners | 93 | 104 | 86 | 93 | 104 | 86 |
Avg Bars in Losers | 44 | 39 | 52 | 44 | 39 | 52 |
Bars Traded | 6891 | 3197 | 3694 | 6891 | 3197 | 3694 |
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 | 558303 | -166835 | -760711 | -582131 | -765303 | -391663 |
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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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