Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 716276.0049 | 465137.3967 | 251138.6082 | 7723594.2415 | 1383261.4109 | 6340332.8306 |
Total P&L (%) | 716.276 | 465.1374 | 251.1386 | 7723.5942 | 1383.2614 | 6340.3328 |
Avg Daily Profit (%) | 0.3765 | 0.2445 | 0.132 | 0.2294 | 0.1419 | 0.2192 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70373 | -105109 | -90240 | -5092764 | -4021995 | -1346142 |
Profit Factor | 2.4793 | 2.7396 | 2.1583 | 1.4421 | 1.1238 | 2.0075 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 45.2632 | 43.75 | 46.8085 | 45.2632 | 43.75 | 46.8085 |
Ratio Avg Win / Avg Loss | 2.9982 | 3.5223 | 2.4526 | 1.7439 | 1.4448 | 2.2812 |
Largest Winning Trade | 146034 | 146034 | 55203 | 3227384 | 2629942 | 3227384 |
Largest Losing Trade | -29914 | -29914 | -24724 | -3339373 | -3339373 | -682426 |
Avg Bars in Trades | 58 | 45 | 71 | 58 | 45 | 71 |
Avg Bars in Winners | 99 | 76 | 122 | 99 | 76 | 122 |
Avg Bars in Losers | 24 | 21 | 26 | 24 | 21 | 26 |
Bars Traded | 5549 | 2186 | 3363 | 5549 | 2186 | 3363 |
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 | 456579 | 391937 | -13839 | 315494 | -89978 | 390832 |
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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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