Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 904747.903 | 655717.3828 | 249030.5202 | 3480288.9867 | -441481.5 | 3921770.4867 |
Total P&L (%) | 904.7479 | 655.7174 | 249.0305 | 3480.289 | -441.4815 | 3921.7705 |
Avg Daily Profit (%) | 0.6112 | 0.443 | 0.1682 | 0.242 | 0 | 0.2499 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95926 | -130631 | -38741 | -7376241 | -7121038 | -2412270 |
Profit Factor | 2.7141 | 2.821 | 2.4846 | 1.1637 | 0.969 | 1.5599 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 46.25 | 37.5 | 55 | 46.25 | 37.5 | 55 |
Ratio Avg Win / Avg Loss | 3.1543 | 4.7017 | 2.0329 | 1.3524 | 1.615 | 1.2763 |
Largest Winning Trade | 397137 | 397137 | 62367 | 5431370 | 5431370 | 2471606 |
Largest Losing Trade | -41309 | -41309 | -27419 | -2837930 | -2837930 | -1657469 |
Avg Bars in Trades | 52 | 57 | 48 | 52 | 57 | 48 |
Avg Bars in Winners | 70 | 73 | 68 | 70 | 73 | 68 |
Avg Bars in Losers | 37 | 47 | 24 | 37 | 47 | 24 |
Bars Traded | 4232 | 2290 | 1942 | 4232 | 2290 | 1942 |
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 | -8505 | 383976 | 459406 | -57281 | -582833 | 389251 |
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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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