Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 564744.0672 | 403020.3279 | 161723.7393 | 574305.4669 | 2537800.1299 | -1963494.663 |
Total P&L (%) | 564.7441 | 403.0203 | 161.7237 | 574.3055 | 2537.8001 | -1963.4947 |
Avg Daily Profit (%) | 0.2594 | 0.1851 | 0.0743 | 0.0877 | 0.1504 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168185 | -154491 | -101825 | -13921341 | -9214643 | -7876894 |
Profit Factor | 1.6097 | 1.9007 | 1.3378 | 1.016 | 1.1595 | 0.9022 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 102 | 48 | 54 | 102 | 48 | 54 |
Losing Trades | 85 | 46 | 39 | 85 | 46 | 39 |
Profitability (%) | 54.5455 | 51.0638 | 58.0645 | 54.5455 | 51.0638 | 58.0645 |
Ratio Avg Win / Avg Loss | 1.3414 | 1.8215 | 0.9662 | 0.8466 | 1.1112 | 0.6516 |
Largest Winning Trade | 109766 | 109766 | 45557 | 3140495 | 3140495 | 2175073 |
Largest Losing Trade | -55171 | -49381 | -55171 | -5447304 | -3890642 | -5447304 |
Avg Bars in Trades | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Winners | 23 | 22 | 24 | 23 | 22 | 24 |
Avg Bars in Losers | 21 | 22 | 20 | 21 | 22 | 20 |
Bars Traded | 4188 | 2080 | 2108 | 4188 | 2080 | 2108 |
Profit Streak | 0 | 0 | 48.2463 | 0 | 0 | 48.2463 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443797 | 403738 | -93530 | -278245 | -37346 | -579199 |
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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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