Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1860213.2727 | 1648187.4422 | 212025.8305 | 4693464.8738 | -1382466.6 | 6075931.4738 |
Total P&L (%) | 1860.2133 | 1648.1874 | 212.0258 | 4693.4649 | -1382.4666 | 6075.9315 |
Avg Daily Profit (%) | 0.7913 | 0.7011 | 0.0902 | 0.1648 | 0 | 0.1755 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178491 | -87520 | -109888 | -7890829 | -4740027 | -3170663 |
Profit Factor | 3.7763 | 5.7454 | 1.657 | 1.2945 | 0.8387 | 1.8249 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 42 | 16 | 26 | 42 | 16 | 26 |
Losing Trades | 57 | 34 | 23 | 57 | 34 | 23 |
Profitability (%) | 42.4242 | 32 | 53.0612 | 42.4242 | 32 | 53.0612 |
Ratio Avg Win / Avg Loss | 5.1249 | 12.2091 | 1.4658 | 1.7568 | 1.7822 | 1.6144 |
Largest Winning Trade | 1480708 | 1480708 | 66886 | 5083756 | 3106920 | 5083756 |
Largest Losing Trade | -34241 | -22979 | -34241 | -3154559 | -2397202 | -3154559 |
Avg Bars in Trades | 140 | 117 | 163 | 140 | 117 | 163 |
Avg Bars in Winners | 253 | 247 | 257 | 253 | 247 | 257 |
Avg Bars in Losers | 56 | 56 | 56 | 56 | 56 | 56 |
Bars Traded | 13887 | 5870 | 8017 | 13887 | 5870 | 8017 |
Profit Streak | 0 | 0 | 45.2085 | 0 | 0 | 45.2085 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 623039 | -166393 | -69474 | 223756 | -765055 | 444245 |
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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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