Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 936745.4578 | 686212.077 | 250533.3808 | 6894986.3368 | 4382629.4768 | 2512356.86 |
Total P&L (%) | 936.7455 | 686.2121 | 250.5334 | 6894.9863 | 4382.6295 | 2512.3569 |
Avg Daily Profit (%) | 0.6357 | 0.4656 | 0.17 | 0.2887 | 0.2584 | 0.2217 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94064 | -64209 | -61762 | -11941030 | -5557393 | -7033248 |
Profit Factor | 2.6445 | 3.4926 | 1.8512 | 1.1989 | 1.2657 | 1.1383 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 80 | 35 | 45 | 80 | 35 | 45 |
Losing Trades | 92 | 51 | 41 | 92 | 51 | 41 |
Profitability (%) | 46.5116 | 40.6977 | 52.3256 | 46.5116 | 40.6977 | 52.3256 |
Ratio Avg Win / Avg Loss | 3.0412 | 5.0893 | 1.6867 | 1.3787 | 1.8443 | 1.0371 |
Largest Winning Trade | 491987 | 491987 | 75568 | 4301079 | 3196644 | 4301079 |
Largest Losing Trade | -37274 | -18838 | -37274 | -2371675 | -1656727 | -2371675 |
Avg Bars in Trades | 24 | 16 | 32 | 24 | 16 | 32 |
Avg Bars in Winners | 41 | 27 | 51 | 41 | 27 | 51 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 4273 | 1455 | 2818 | 4273 | 1455 | 2818 |
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 | 598589 | 479701 | 390788 | 247932 | 210887 | -60213 |
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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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