Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1246625.2767 | 1090809.6541 | 155815.6226 | 2513086.2381 | 881382.2359 | 1631704.0022 |
Total P&L (%) | 1246.6253 | 1090.8097 | 155.8156 | 2513.0862 | 881.3822 | 1631.704 |
Avg Daily Profit (%) | 0.5235 | 0.458 | 0.0654 | 0.1371 | 0.0959 | 0.1198 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107313 | -86867 | -72837 | -7692650 | -6160779 | -3579643 |
Profit Factor | 2.8415 | 4.1711 | 1.468 | 1.0869 | 1.0572 | 1.1207 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 43.8095 | 39.6226 | 48.0769 | 43.8095 | 39.6226 | 48.0769 |
Ratio Avg Win / Avg Loss | 3.6446 | 6.356 | 1.5854 | 1.394 | 1.611 | 1.2104 |
Largest Winning Trade | 725982 | 725982 | 69392 | 3576886 | 3576886 | 3098493 |
Largest Losing Trade | -38010 | -30699 | -38010 | -2078591 | -1969274 | -2078591 |
Avg Bars in Trades | 87 | 66 | 110 | 87 | 66 | 110 |
Avg Bars in Winners | 153 | 124 | 178 | 153 | 124 | 178 |
Avg Bars in Losers | 36 | 28 | 47 | 36 | 28 | 47 |
Bars Traded | 9239 | 3505 | 5733 | 9239 | 3505 | 5733 |
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 | 507547 | -166660 | -284150 | -136664 | -405049 | -301200 |
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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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