Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 936998.7232 | 723173.133 | 213825.5902 | 6960717.3774 | 1026866.7367 | 5933850.6407 |
Total P&L (%) | 936.9987 | 723.1731 | 213.8256 | 6960.7174 | 1026.8667 | 5933.8506 |
Avg Daily Profit (%) | 0.389 | 0.3003 | 0.0888 | 0.1769 | 0.1006 | 0.1704 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100738 | -62977 | -97204 | -4513305 | -4773033 | -2619632 |
Profit Factor | 2.7076 | 3.4538 | 1.8418 | 1.2968 | 1.0748 | 1.61 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 44.5652 | 41.3043 | 47.8261 | 44.5652 | 41.3043 | 47.8261 |
Ratio Avg Win / Avg Loss | 3.3679 | 4.908 | 2.0092 | 1.6131 | 1.5274 | 1.7564 |
Largest Winning Trade | 315004 | 315004 | 66182 | 3516784 | 3516784 | 2403271 |
Largest Losing Trade | -33925 | -30203 | -33925 | -2202850 | -1664291 | -2202850 |
Avg Bars in Trades | 153 | 135 | 170 | 153 | 135 | 170 |
Avg Bars in Winners | 244 | 222 | 263 | 244 | 222 | 263 |
Avg Bars in Losers | 79 | 74 | 85 | 79 | 74 | 85 |
Bars Traded | 14099 | 6242 | 7856 | 14099 | 6242 | 7856 |
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 | 466236 | 438926 | -71709 | 257309 | -198682 | 362171 |
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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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