Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 667205.679 | 449456.625 | 217749.054 | 4106308.2909 | 2106258.7592 | 2000049.5317 |
Total P&L (%) | 667.2057 | 449.4566 | 217.7491 | 4106.3083 | 2106.2588 | 2000.0495 |
Avg Daily Profit (%) | 0.4531 | 0.3053 | 0.1479 | 0.2543 | 0.2103 | 0.207 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65324 | -20373 | -49344 | -2579024 | -1059225 | -1770734 |
Profit Factor | 2.7239 | 4.3791 | 1.8572 | 1.5219 | 1.6573 | 1.4289 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 45.1128 | 43.2836 | 46.9697 | 45.1128 | 43.2836 | 46.9697 |
Ratio Avg Win / Avg Loss | 3.3141 | 5.7382 | 2.0969 | 1.8517 | 2.1717 | 1.6133 |
Largest Winning Trade | 218086 | 218086 | 76282 | 2336377 | 1738868 | 2336377 |
Largest Losing Trade | -36466 | -18025 | -36466 | -886690 | -856969 | -886690 |
Avg Bars in Trades | 122 | 39 | 206 | 122 | 39 | 206 |
Avg Bars in Winners | 242 | 63 | 408 | 242 | 63 | 408 |
Avg Bars in Losers | 23 | 20 | 26 | 23 | 20 | 26 |
Bars Traded | 16238 | 2618 | 13620 | 16238 | 2618 | 13620 |
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 | 498612 | -103709 | -117738 | 342166 | -108305 | -115556 |
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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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