Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 950640.5327 | 828322.5932 | 122317.9395 | 270715.979 | -20741.9423 | 291457.9213 |
Total P&L (%) | 950.6405 | 828.3226 | 122.3179 | 270.716 | -20.7419 | 291.4579 |
Avg Daily Profit (%) | 0.3981 | 0.3469 | 0.0512 | 0.0549 | -0.0097 | 0.0572 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114844 | -69143 | -94034 | -813378 | -442044 | -396373 |
Profit Factor | 2.749 | 4.0375 | 1.4516 | 1.1539 | 0.9783 | 1.3631 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 52.2222 | 44.4444 | 60 | 52.2222 | 44.4444 | 60 |
Ratio Avg Win / Avg Loss | 2.515 | 5.0468 | 0.9678 | 1.0557 | 1.2229 | 0.9087 |
Largest Winning Trade | 753086 | 753086 | 59407 | 365254 | 228389 | 365254 |
Largest Losing Trade | -87128 | -26088 | -87128 | -280500 | -155666 | -280500 |
Avg Bars in Trades | 75 | 66 | 85 | 75 | 66 | 85 |
Avg Bars in Winners | 110 | 119 | 104 | 110 | 119 | 104 |
Avg Bars in Losers | 37 | 23 | 56 | 37 | 23 | 56 |
Bars Traded | 6807 | 2973 | 3834 | 6807 | 2973 | 3834 |
Profit Streak | 0 | 0 | 76.9654 | 0 | 0 | 76.9654 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 558169 | 514354 | -122385 | -170303 | -581205 | -115002 |
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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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