Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1022038.2161 | 853356.5971 | 168681.6191 | 12281116.6183 | 4475256.1967 | 7805860.4216 |
Total P&L (%) | 1022.0382 | 853.3566 | 168.6816 | 12281.1166 | 4475.2562 | 7805.8604 |
Avg Daily Profit (%) | 0.4412 | 0.3684 | 0.0728 | 0.2083 | 0.1652 | 0.1888 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74910 | -101473 | -55826 | -8739995 | -9961219 | -8096101 |
Profit Factor | 2.0961 | 2.6514 | 1.4058 | 1.1956 | 1.1201 | 1.3058 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 72 | 34 | 38 | 72 | 34 | 38 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 47.0588 | 44.1558 | 50 | 47.0588 | 44.1558 | 50 |
Ratio Avg Win / Avg Loss | 2.3581 | 3.3533 | 1.4058 | 1.3451 | 1.4166 | 1.3058 |
Largest Winning Trade | 193817 | 193817 | 83724 | 5300133 | 5300133 | 3779264 |
Largest Losing Trade | -35887 | -31745 | -35887 | -4477888 | -4477888 | -3179766 |
Avg Bars in Trades | 42 | 36 | 48 | 42 | 36 | 48 |
Avg Bars in Winners | 54 | 48 | 59 | 54 | 48 | 59 |
Avg Bars in Losers | 32 | 28 | 37 | 32 | 28 | 37 |
Bars Traded | 6516 | 2837 | 3678 | 6516 | 2837 | 3678 |
Profit Streak | 11.607 | 11.607 | 19.9403 | 11.607 | 11.607 | 19.9403 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 533967 | -29066 | -143880 | 127077 | -124241 | -40840 |
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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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