Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 571462.616 | 480940.0272 | 90522.5888 | 75530348.4638 | 36732339.761 | 38798008.7028 |
Total P&L (%) | 571.4626 | 480.94 | 90.5226 | 75530.3485 | 36732.3398 | 38798.0087 |
Avg Daily Profit (%) | 0.2625 | 0.221 | 0.0416 | 0.305 | 0.2718 | 0.2744 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -434010 | -59469 | -421148 | -19225165 | -9027372 | -11711541 |
Profit Factor | 1.6358 | 2.537 | 1.1545 | 2.5015 | 2.5041 | 2.499 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 87 | 42 | 45 | 85 | 41 | 44 |
Losing Trades | 45 | 24 | 21 | 47 | 25 | 22 |
Profitability (%) | 65.9091 | 63.6364 | 68.1818 | 64.3939 | 62.1212 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.8461 | 1.4497 | 0.5388 | 1.3832 | 1.5269 | 1.2495 |
Largest Winning Trade | 54707 | 50064 | 54707 | 17934957 | 13966330 | 17934957 |
Largest Losing Trade | -250343 | -53503 | -250343 | -11552877 | -7513623 | -11552877 |
Avg Bars in Trades | 47 | 52 | 43 | 47 | 52 | 43 |
Avg Bars in Winners | 42 | 45 | 39 | 44 | 48 | 40 |
Avg Bars in Losers | 58 | 64 | 51 | 53 | 58 | 47 |
Bars Traded | 6314 | 3469 | 2845 | 6314 | 3469 | 2845 |
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 | 406945 | -110887 | -311405 | 533073 | -109184 | -109694 |
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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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