Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1185827.5379 | 1091200.5604 | 94626.9776 | 78074.0776 | -50274.9711 | 128349.0487 |
Total P&L (%) | 1185.8275 | 1091.2006 | 94.627 | 78.0741 | -50.275 | 128.349 |
Avg Daily Profit (%) | 0.5012 | 0.4612 | 0.04 | 0.0244 | -0.0295 | 0.0349 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162640 | -61480 | -186592 | -156184 | -95688 | -101884 |
Profit Factor | 2.9878 | 4.498 | 1.3325 | 1.1399 | 0.8561 | 1.6141 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 45 | 40 | 50 | 45 | 40 | 50 |
Ratio Avg Win / Avg Loss | 3.6517 | 6.7471 | 1.3325 | 1.3932 | 1.2841 | 1.6141 |
Largest Winning Trade | 1075449 | 1075449 | 56663 | 90168 | 61512 | 90168 |
Largest Losing Trade | -88985 | -55401 | -88985 | -79672 | -79672 | -57072 |
Avg Bars in Trades | 137 | 96 | 179 | 137 | 96 | 179 |
Avg Bars in Winners | 223 | 160 | 272 | 223 | 160 | 272 |
Avg Bars in Losers | 68 | 53 | 85 | 68 | 53 | 85 |
Bars Traded | 13784 | 4812 | 8972 | 13784 | 4812 | 8972 |
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 | 527051 | -166247 | -319254 | -228653 | -763055 | -323266 |
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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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