Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1696842.8478 | 1497760.4961 | 199082.3517 | 4155802.3423 | -4218793.8077 | 8374596.15 |
Total P&L (%) | 1696.8428 | 1497.7605 | 199.0824 | 4155.8023 | -4218.7938 | 8374.5962 |
Avg Daily Profit (%) | 0.719 | 0.6346 | 0.0844 | 0.1591 | 0 | 0.1883 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106439 | -101996 | -70855 | -9745089 | -11780504 | -4035119 |
Profit Factor | 3.9672 | 5.636 | 1.8002 | 1.16 | 0.7425 | 1.8731 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 39 | 34 | 44 | 39 | 34 | 44 |
Ratio Avg Win / Avg Loss | 6.2051 | 10.9405 | 2.2912 | 1.8143 | 1.4413 | 2.3839 |
Largest Winning Trade | 1406694 | 1406694 | 63645 | 4499694 | 3909621 | 4499694 |
Largest Losing Trade | -31743 | -27443 | -31743 | -3052147 | -3052147 | -1671583 |
Avg Bars in Trades | 45 | 38 | 53 | 45 | 38 | 53 |
Avg Bars in Winners | 89 | 78 | 97 | 89 | 78 | 97 |
Avg Bars in Losers | 18 | 17 | 18 | 18 | 17 | 18 |
Bars Traded | 4580 | 1914 | 2665 | 4580 | 1914 | 2665 |
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 | 557990 | -166263 | -259304 | -39753 | -765388 | -170895 |
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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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