Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 981566.9149 | 817240.6414 | 164326.2735 | 2457996.992 | 16428.7344 | 2441568.2576 |
Total P&L (%) | 981.5669 | 817.2406 | 164.3263 | 2457.997 | 16.4287 | 2441.5683 |
Avg Daily Profit (%) | 0.5251 | 0.4372 | 0.0879 | 0.1736 | 0.0081 | 0.1732 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107338 | -78081 | -44095 | -2921424 | -2225783 | -1335976 |
Profit Factor | 3.135 | 3.9388 | 1.9046 | 1.2139 | 1.0025 | 1.4918 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 51 | 19 | 32 | 51 | 19 | 32 |
Losing Trades | 56 | 34 | 22 | 56 | 34 | 22 |
Profitability (%) | 47.6636 | 35.8491 | 59.2593 | 47.6636 | 35.8491 | 59.2593 |
Ratio Avg Win / Avg Loss | 3.4424 | 7.0484 | 1.3094 | 1.3329 | 1.794 | 1.0256 |
Largest Winning Trade | 679807 | 679807 | 31430 | 1285940 | 1285940 | 627426 |
Largest Losing Trade | -43243 | -43243 | -23444 | -952945 | -952945 | -819797 |
Avg Bars in Trades | 101 | 142 | 60 | 101 | 142 | 60 |
Avg Bars in Winners | 128 | 231 | 67 | 128 | 231 | 67 |
Avg Bars in Losers | 76 | 93 | 50 | 76 | 93 | 50 |
Bars Traded | 10833 | 7572 | 3261 | 10833 | 7572 | 3261 |
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 | 582581 | -168476 | -251947 | 242833 | -593432 | -169790 |
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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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