Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1834535.4608 | 1645785.092 | 188750.3688 | 5853623.6726 | 2209331.9595 | 3644291.7131 |
Total P&L (%) | 1834.5355 | 1645.7851 | 188.7504 | 5853.6237 | 2209.332 | 3644.2917 |
Avg Daily Profit (%) | 0.7902 | 0.7089 | 0.0813 | 0.1762 | 0.1353 | 0.1562 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78750 | -59466 | -86581 | -12459519 | -9416314 | -10606493 |
Profit Factor | 3.8031 | 6.9104 | 1.502 | 1.1214 | 1.0918 | 1.1509 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 55 | 52.5 | 57.5 | 55 | 52.5 | 57.5 |
Ratio Avg Win / Avg Loss | 3.1116 | 6.2523 | 1.1101 | 0.9175 | 0.9878 | 0.8507 |
Largest Winning Trade | 1306455 | 1306455 | 81627 | 5751383 | 4621780 | 5751383 |
Largest Losing Trade | -54207 | -43968 | -54207 | -5963680 | -5694146 | -5963680 |
Avg Bars in Trades | 113 | 95 | 132 | 113 | 95 | 132 |
Avg Bars in Winners | 139 | 116 | 160 | 139 | 116 | 160 |
Avg Bars in Losers | 82 | 71 | 94 | 82 | 71 | 94 |
Bars Traded | 9110 | 3804 | 5306 | 9110 | 3804 | 5306 |
Profit Streak | 30.8826 | 30.8826 | 42.8826 | 30.8826 | 30.8826 | 42.8826 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2129 | 785075 | -81539 | -102910 | -132255 | -46953 |
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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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