Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 791791.4313 | 698075.2089 | 93716.2224 | -2043388.3498 | 5209769.2754 | -7253157.6252 |
Total P&L (%) | 791.7914 | 698.0752 | 93.7162 | -2043.3884 | 5209.7693 | -7253.1576 |
Avg Daily Profit (%) | 0.3285 | 0.2897 | 0.0389 | 0 | 0.165 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -255388 | -109083 | -165712 | -17583090 | -7597828 | -13868077 |
Profit Factor | 1.7034 | 2.2349 | 1.1672 | 0.9505 | 1.2788 | 0.6784 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 107 | 49 | 58 | 118 | 64 | 54 |
Losing Trades | 124 | 67 | 57 | 113 | 52 | 61 |
Profitability (%) | 46.3203 | 42.2414 | 50.4348 | 51.0823 | 55.1724 | 46.9565 |
Ratio Avg Win / Avg Loss | 1.974 | 3.0559 | 1.1471 | 0.9102 | 1.039 | 0.7663 |
Largest Winning Trade | 400972 | 400972 | 69745 | 2440456 | 2438573 | 2440456 |
Largest Losing Trade | -146482 | -45472 | -146482 | -8061859 | -5634581 | -8061859 |
Avg Bars in Trades | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Winners | 24 | 28 | 20 | 20 | 21 | 20 |
Avg Bars in Losers | 17 | 18 | 15 | 19 | 23 | 16 |
Bars Traded | 4708 | 2615 | 2093 | 4708 | 2615 | 2093 |
Profit Streak | 0 | 0 | 0 | 33.7077 | 44.2077 | 33.7077 |
Trades During Streak | 0 | 0 | 0 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447113 | 362604 | -177464 | -577616 | 353355 | -580938 |
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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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