Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1385312.5451 | 1459061.343 | -73748.7978 | -83678.2142 | 38068.2729 | -121746.487 |
Total P&L (%) | 1385.3125 | 1459.0613 | -73.7488 | -83.6782 | 38.0683 | -121.7465 |
Avg Daily Profit (%) | 0.5861 | 0.6173 | -0.0312 | -0.0767 | 0.0136 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221466 | -187233 | -148296 | -408350 | -246343 | -229676 |
Profit Factor | 2.6155 | 4.4295 | 0.8293 | 0.9042 | 1.0903 | 0.7302 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 40.5941 | 35.2941 | 46 | 40.5941 | 35.2941 | 46 |
Ratio Avg Win / Avg Loss | 3.8276 | 8.1208 | 0.9735 | 1.3232 | 1.9988 | 0.8572 |
Largest Winning Trade | 1632335 | 1632335 | 62302 | 305314 | 305314 | 98826 |
Largest Losing Trade | -60896 | -28300 | -60896 | -116936 | -116936 | -94911 |
Avg Bars in Trades | 43 | 37 | 50 | 43 | 37 | 50 |
Avg Bars in Winners | 63 | 57 | 68 | 63 | 57 | 68 |
Avg Bars in Losers | 30 | 26 | 34 | 30 | 26 | 34 |
Bars Traded | 4421 | 1917 | 2504 | 4421 | 1917 | 2504 |
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 | 465736 | -166793 | -762388 | -582500 | -482913 | -762388 |
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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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