Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 626869.1839 | 558062.3505 | 68806.8333 | 438799.6331 | 520368.6784 | -81569.0452 |
Total P&L (%) | 626.8692 | 558.0624 | 68.8068 | 438.7996 | 520.3687 | -81.569 |
Avg Daily Profit (%) | 0.317 | 0.2822 | 0.0348 | 0.0852 | 0.0923 | -0.0855 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120864 | -50140 | -229204 | -431484 | -136283 | -541805 |
Profit Factor | 1.9159 | 3.0648 | 1.1661 | 1.31 | 1.942 | 0.9055 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 56.6667 | 55.5556 | 57.7778 | 56.6667 | 55.5556 | 57.7778 |
Ratio Avg Win / Avg Loss | 1.4651 | 2.4518 | 0.8522 | 1.0017 | 1.5536 | 0.6617 |
Largest Winning Trade | 175177 | 175177 | 89361 | 294618 | 294618 | 172748 |
Largest Losing Trade | -82214 | -49609 | -82214 | -144772 | -79815 | -144772 |
Avg Bars in Trades | 41 | 23 | 60 | 41 | 23 | 60 |
Avg Bars in Winners | 56 | 31 | 80 | 56 | 31 | 80 |
Avg Bars in Losers | 22 | 12 | 33 | 22 | 12 | 33 |
Bars Traded | 3763 | 1045 | 2718 | 3763 | 1045 | 2718 |
Profit Streak | 0 | 0 | 562.3378 | 0 | 0 | 562.3378 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456079 | 563738 | -183915 | -77953 | -64520 | -578744 |
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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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