Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 979031.8338 | 762589.3305 | 216442.5033 | 14756419.3574 | 6081323.0848 | 8675096.2726 |
Total P&L (%) | 979.0318 | 762.5893 | 216.4425 | 14756.4194 | 6081.3231 | 8675.0963 |
Avg Daily Profit (%) | 0.3911 | 0.3046 | 0.0865 | 0.2 | 0.1649 | 0.1789 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119704 | -113440 | -43322 | -17479158 | -13550852 | -6562798 |
Profit Factor | 2.3639 | 2.7785 | 1.7488 | 1.21 | 1.1361 | 1.3394 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 52.2936 | 47.2727 | 57.4074 | 52.2936 | 47.2727 | 57.4074 |
Ratio Avg Win / Avg Loss | 2.1566 | 3.0991 | 1.2975 | 1.1039 | 1.2671 | 0.9938 |
Largest Winning Trade | 170035 | 170035 | 54010 | 9596287 | 9596287 | 5598029 |
Largest Losing Trade | -43322 | -41863 | -43322 | -7512793 | -7512793 | -6365472 |
Avg Bars in Trades | 43 | 41 | 45 | 43 | 41 | 45 |
Avg Bars in Winners | 46 | 37 | 54 | 46 | 37 | 54 |
Avg Bars in Losers | 40 | 46 | 33 | 40 | 46 | 33 |
Bars Traded | 4767 | 2299 | 2468 | 4767 | 2299 | 2468 |
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 | 531373 | -166881 | -254422 | 293711 | -244239 | -172579 |
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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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