Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2299366.779 | 2166207.3133 | 133159.4657 | 4079189.2627 | 2154405.9789 | 1924783.2838 |
Total P&L (%) | 2299.3668 | 2166.2073 | 133.1595 | 4079.1893 | 2154.406 | 1924.7833 |
Avg Daily Profit (%) | 0.9894 | 0.9321 | 0.0573 | 0.1607 | 0.1341 | 0.1295 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97193 | -128757 | -98865 | -9640727 | -11232204 | -5123624 |
Profit Factor | 4.7278 | 6.8772 | 1.5364 | 1.1224 | 1.0978 | 1.1705 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 50.6173 | 50 | 51.2195 | 50.6173 | 50 | 51.2195 |
Ratio Avg Win / Avg Loss | 4.6125 | 6.8772 | 1.4633 | 1.095 | 1.0978 | 1.1147 |
Largest Winning Trade | 1869344 | 1869344 | 59413 | 6129320 | 6129320 | 2994094 |
Largest Losing Trade | -69944 | -69944 | -54204 | -6244218 | -6244218 | -4278943 |
Avg Bars in Trades | 50 | 61 | 40 | 50 | 61 | 40 |
Avg Bars in Winners | 67 | 76 | 58 | 67 | 76 | 58 |
Avg Bars in Losers | 33 | 45 | 21 | 33 | 45 | 21 |
Bars Traded | 4098 | 2442 | 1656 | 4098 | 2442 | 1656 |
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 | 170215 | 786134 | -114686 | -94384 | -126479 | -52528 |
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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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