Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1375803.4931 | 1292385.4825 | 83418.0106 | 293816.4052 | 1039418.1523 | -745601.7471 |
Total P&L (%) | 1375.8035 | 1292.3855 | 83.418 | 293.8164 | 1039.4182 | -745.6017 |
Avg Daily Profit (%) | 0.6604 | 0.6203 | 0.04 | 0.0658 | 0.1169 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174115 | -127295 | -92138 | -3465570 | -2679420 | -1801325 |
Profit Factor | 2.617 | 3.3847 | 1.2701 | 1.0325 | 1.1981 | 0.8028 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 57 | 23 | 34 | 57 | 23 | 34 |
Losing Trades | 94 | 52 | 42 | 94 | 52 | 42 |
Profitability (%) | 37.7483 | 30.6667 | 44.7368 | 37.7483 | 30.6667 | 44.7368 |
Ratio Avg Win / Avg Loss | 4.3158 | 7.6524 | 1.5689 | 1.7028 | 2.7088 | 0.9917 |
Largest Winning Trade | 1232902 | 1232902 | 55953 | 3569839 | 3569839 | 484953 |
Largest Losing Trade | -38122 | -32737 | -38122 | -1471277 | -496642 | -1471277 |
Avg Bars in Trades | 162 | 214 | 111 | 162 | 214 | 111 |
Avg Bars in Winners | 275 | 407 | 185 | 275 | 407 | 185 |
Avg Bars in Losers | 94 | 129 | 51 | 94 | 129 | 51 |
Bars Traded | 24556 | 16097 | 8459 | 24556 | 16097 | 8459 |
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 | 467656 | -46373 | -189911 | -292638 | -102555 | -632282 |
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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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