Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2328158.0563 | 2173640.0316 | 154518.0247 | 5485653.9073 | 1419536.8407 | 4066117.0666 |
Total P&L (%) | 2328.1581 | 2173.64 | 154.518 | 5485.6539 | 1419.5368 | 4066.1171 |
Avg Daily Profit (%) | 1.0059 | 0.9391 | 0.0668 | 0.174 | 0.1176 | 0.1613 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156794 | -126727 | -105423 | -37248320 | -30407818 | -17921923 |
Profit Factor | 3.8304 | 6.3029 | 1.3744 | 1.062 | 1.0293 | 1.1016 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 52.1368 | 50.8475 | 53.4483 | 52.1368 | 50.8475 | 53.4483 |
Ratio Avg Win / Avg Loss | 3.5164 | 6.0928 | 1.1971 | 0.975 | 0.995 | 0.9594 |
Largest Winning Trade | 1901153 | 1901153 | 83272 | 13796772 | 9321833 | 13796772 |
Largest Losing Trade | -49007 | -34763 | -49007 | -10941708 | -9698006 | -10941708 |
Avg Bars in Trades | 37 | 31 | 44 | 37 | 31 | 44 |
Avg Bars in Winners | 45 | 40 | 50 | 45 | 40 | 50 |
Avg Bars in Losers | 29 | 22 | 36 | 29 | 22 | 36 |
Bars Traded | 4439 | 1885 | 2554 | 4439 | 1885 | 2554 |
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 | 751304 | -154755 | -282861 | -145584 | -402078 | -282347 |
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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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