Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3804830.5184 | 3776862.1452 | 27968.3733 | 60985.499 | -57124.1296 | 118109.6285 |
Total P&L (%) | 3804.8305 | 3776.8621 | 27.9684 | 60.9855 | -57.1241 | 118.1096 |
Avg Daily Profit (%) | 1.6455 | 1.6334 | 0.0121 | 0.0206 | -0.0366 | 0.0337 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -230434 | -226970 | -39554 | -2231888 | -2171905 | -254985 |
Profit Factor | 7.4594 | 8.704 | 1.2831 | 1.0214 | 0.9772 | 1.3468 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 31 | 9 | 22 | 31 | 9 | 22 |
Losing Trades | 51 | 32 | 19 | 51 | 32 | 19 |
Profitability (%) | 37.8049 | 21.9512 | 53.6585 | 37.8049 | 21.9512 | 53.6585 |
Ratio Avg Win / Avg Loss | 12.2719 | 30.9474 | 1.1081 | 1.6804 | 3.4745 | 1.1632 |
Largest Winning Trade | 3905595 | 3905595 | 13705 | 2145193 | 2145193 | 151712 |
Largest Losing Trade | -49713 | -49713 | -33941 | -626276 | -626276 | -244764 |
Avg Bars in Trades | 81 | 158 | 4 | 81 | 158 | 4 |
Avg Bars in Winners | 112 | 374 | 4 | 112 | 374 | 4 |
Avg Bars in Losers | 63 | 98 | 3 | 63 | 98 | 3 |
Bars Traded | 6687 | 6513 | 174 | 6687 | 6513 | 174 |
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 | 320688 | -20798 | -179202 | -375327 | -621216 | -146675 |
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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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