Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2349007.9 | 2334081.5154 | 14926.3846 | 181872.8814 | 334867.2294 | -152994.348 |
Total P&L (%) | 2349.0079 | 2334.0815 | 14.9264 | 181.8729 | 334.8672 | -152.9943 |
Avg Daily Profit (%) | 1.0149 | 1.0085 | 0.0064 | 0.0448 | 0.0635 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150826 | -95481 | -122277 | -704943 | -723793 | -431676 |
Profit Factor | 4.1997 | 6.9353 | 1.0438 | 1.0536 | 1.1834 | 0.9023 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 46.3415 | 41.4634 | 51.2195 | 46.3415 | 41.4634 | 51.2195 |
Ratio Avg Win / Avg Loss | 4.8628 | 9.791 | 0.9941 | 1.22 | 1.6707 | 0.8593 |
Largest Winning Trade | 2298424 | 2298424 | 83343 | 538703 | 538703 | 342590 |
Largest Losing Trade | -46472 | -40251 | -46472 | -390647 | -327487 | -390647 |
Avg Bars in Trades | 54 | 43 | 64 | 54 | 43 | 64 |
Avg Bars in Winners | 88 | 76 | 98 | 88 | 76 | 98 |
Avg Bars in Losers | 24 | 20 | 29 | 24 | 20 | 29 |
Bars Traded | 4449 | 1789 | 2660 | 4449 | 1789 | 2660 |
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 | 372967 | 669281 | -370554 | -304830 | -129030 | -580584 |
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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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