Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 969312.8388 | 772658.2913 | 196654.5475 | 3165991.4871 | 939391.7259 | 2226599.7612 |
Total P&L (%) | 969.3128 | 772.6583 | 196.6545 | 3165.9915 | 939.3917 | 2226.5998 |
Avg Daily Profit (%) | 0.6058 | 0.4829 | 0.1229 | 0.2181 | 0.1464 | 0.1969 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109522 | -118435 | -56361 | -4872281 | -4866384 | -1033563 |
Profit Factor | 2.6976 | 3.1019 | 1.9669 | 1.2672 | 1.1148 | 1.6072 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 52.8736 | 45.4545 | 60.4651 | 52.8736 | 45.4545 | 60.4651 |
Ratio Avg Win / Avg Loss | 2.4044 | 3.7222 | 1.286 | 1.1295 | 1.3378 | 1.0509 |
Largest Winning Trade | 437622 | 437622 | 57965 | 2278003 | 2278003 | 1800669 |
Largest Losing Trade | -43332 | -42465 | -43332 | -1354784 | -1354784 | -859326 |
Avg Bars in Trades | 105 | 119 | 92 | 105 | 119 | 92 |
Avg Bars in Winners | 113 | 113 | 114 | 113 | 113 | 114 |
Avg Bars in Losers | 96 | 124 | 57 | 96 | 124 | 57 |
Bars Traded | 9209 | 5250 | 3959 | 9209 | 5250 | 3959 |
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 | 621252 | 528217 | -24912 | 312509 | -93095 | 408582 |
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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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