Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 930820.4264 | 773605.6738 | 157214.7526 | 5664177.1455 | 9238630.5267 | -3574453.3812 |
Total P&L (%) | 930.8204 | 773.6057 | 157.2148 | 5664.1771 | 9238.6305 | -3574.4534 |
Avg Daily Profit (%) | 0.4023 | 0.3343 | 0.0679 | 0.1754 | 0.1962 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155380 | -111991 | -154877 | -15666674 | -9698705 | -10566001 |
Profit Factor | 1.7918 | 2.3968 | 1.2528 | 1.0779 | 1.2387 | 0.895 |
Total Trades | 267 | 134 | 133 | 267 | 134 | 133 |
Winning Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Losing Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Profitability (%) | 51.6854 | 51.4925 | 51.8797 | 51.6854 | 51.4925 | 51.8797 |
Ratio Avg Win / Avg Loss | 1.6749 | 2.2578 | 1.1621 | 1.0076 | 1.1669 | 0.8301 |
Largest Winning Trade | 260733 | 260733 | 79839 | 7485635 | 7485635 | 3103808 |
Largest Losing Trade | -36668 | -36668 | -35734 | -6462129 | -6462129 | -3465750 |
Avg Bars in Trades | 33 | 26 | 40 | 33 | 26 | 40 |
Avg Bars in Winners | 45 | 30 | 60 | 45 | 30 | 60 |
Avg Bars in Losers | 20 | 22 | 18 | 20 | 22 | 18 |
Bars Traded | 8947 | 3577 | 5370 | 8947 | 3577 | 5370 |
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 | 532080 | 504864 | -102380 | -125427 | 287552 | -580735 |
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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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