Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1050689.612 | 850622.6091 | 200067.0029 | 4877527.6309 | -1486434.7683 | 6363962.3992 |
Total P&L (%) | 1050.6896 | 850.6226 | 200.067 | 4877.5276 | -1486.4348 | 6363.9624 |
Avg Daily Profit (%) | 0.5411 | 0.4381 | 0.103 | 0.2014 | 0 | 0.2149 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112414 | -90866 | -67745 | -7522750 | -6136278 | -2186280 |
Profit Factor | 2.5073 | 3.0541 | 1.707 | 1.2073 | 0.898 | 1.7112 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 48 | 17 | 31 | 48 | 17 | 31 |
Losing Trades | 61 | 37 | 24 | 61 | 37 | 24 |
Profitability (%) | 44.0367 | 31.4815 | 56.3636 | 44.0367 | 31.4815 | 56.3636 |
Ratio Avg Win / Avg Loss | 3.1863 | 6.6471 | 1.3216 | 1.5343 | 1.9545 | 1.3248 |
Largest Winning Trade | 529814 | 529814 | 51640 | 4661656 | 4661656 | 2370196 |
Largest Losing Trade | -35408 | -35408 | -29647 | -2516346 | -2516346 | -1866427 |
Avg Bars in Trades | 104 | 116 | 92 | 104 | 116 | 92 |
Avg Bars in Winners | 140 | 181 | 117 | 140 | 181 | 117 |
Avg Bars in Losers | 75 | 87 | 58 | 75 | 87 | 58 |
Bars Traded | 11379 | 6316 | 5063 | 11379 | 6316 | 5063 |
Profit Streak | 23.4079 | 0 | 34.9079 | 23.4079 | 0 | 34.9079 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 512967 | -171627 | -231985 | 259030 | -765534 | -168390 |
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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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