Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 946985.11 | 752324.2143 | 194660.8957 | 12526930.1087 | 3731608.838 | 8795321.2706 |
Total P&L (%) | 946.9851 | 752.3242 | 194.6609 | 12526.9301 | 3731.6088 | 8795.3213 |
Avg Daily Profit (%) | 0.3915 | 0.311 | 0.0805 | 0.2002 | 0.1508 | 0.1857 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104451 | -69439 | -58737 | -11223150 | -7614377 | -6586691 |
Profit Factor | 2.9163 | 4.0295 | 1.7918 | 1.431 | 1.2364 | 1.662 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 42.5 | 45 | 40 | 42.5 | 45 | 40 |
Ratio Avg Win / Avg Loss | 3.9456 | 4.925 | 2.6877 | 1.936 | 1.5112 | 2.493 |
Largest Winning Trade | 239157 | 239157 | 86814 | 5796698 | 5019536 | 5796698 |
Largest Losing Trade | -35366 | -23224 | -35366 | -2866761 | -2866761 | -2095808 |
Avg Bars in Trades | 58 | 43 | 74 | 58 | 43 | 74 |
Avg Bars in Winners | 101 | 65 | 142 | 101 | 65 | 142 |
Avg Bars in Losers | 27 | 25 | 30 | 27 | 25 | 30 |
Bars Traded | 4718 | 1725 | 2993 | 4718 | 1725 | 2993 |
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 | -11451 | 509526 | -85972 | -16659 | 234281 | 259302 |
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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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