Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1121827.5353 | 1022608.8096 | 99218.7257 | 330255.5449 | -4091885.5233 | 4422141.0682 |
Total P&L (%) | 1121.8275 | 1022.6088 | 99.2187 | 330.2555 | -4091.8855 | 4422.1411 |
Avg Daily Profit (%) | 0.4696 | 0.428 | 0.0415 | 0.0611 | 0 | 0.1597 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -267586 | -164966 | -155058 | -26725790 | -23617077 | -15606148 |
Profit Factor | 2.198 | 3.308 | 1.2011 | 1.0052 | 0.8885 | 1.1655 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 48.6239 | 45.4545 | 51.8519 | 48.6239 | 45.4545 | 51.8519 |
Ratio Avg Win / Avg Loss | 2.3224 | 3.9696 | 1.1153 | 1.0621 | 1.0662 | 1.0823 |
Largest Winning Trade | 755015 | 755015 | 67920 | 14179299 | 14179299 | 10089493 |
Largest Losing Trade | -56094 | -34065 | -56094 | -8867810 | -7921381 | -8867810 |
Avg Bars in Trades | 85 | 80 | 89 | 85 | 80 | 89 |
Avg Bars in Winners | 112 | 105 | 118 | 112 | 105 | 118 |
Avg Bars in Losers | 59 | 60 | 59 | 59 | 60 | 59 |
Bars Traded | 9290 | 4444 | 4846 | 9290 | 4444 | 4846 |
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 | 514035 | -165511 | -317767 | -326385 | -760934 | -210597 |
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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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