Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1512041.2388 | 1386436.5926 | 125604.6462 | 778426.1304 | -1500387.356 | 2278813.4864 |
Total P&L (%) | 1512.0412 | 1386.4366 | 125.6046 | 778.4261 | -1500.3874 | 2278.8135 |
Avg Daily Profit (%) | 0.6352 | 0.5825 | 0.0528 | 0.0913 | 0 | 0.1332 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129871 | -119681 | -85085 | -8786748 | -4348064 | -5152072 |
Profit Factor | 2.8511 | 4.0035 | 1.3536 | 1.0363 | 0.8849 | 1.2702 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 39.0805 | 31.8182 | 46.5116 | 39.0805 | 31.8182 | 46.5116 |
Ratio Avg Win / Avg Loss | 4.4443 | 8.5789 | 1.5566 | 1.6153 | 1.8962 | 1.4607 |
Largest Winning Trade | 823951 | 823951 | 63332 | 2737519 | 2721509 | 2737519 |
Largest Losing Trade | -51019 | -38655 | -51019 | -2984307 | -2984307 | -1689542 |
Avg Bars in Trades | 159 | 173 | 146 | 159 | 173 | 146 |
Avg Bars in Winners | 281 | 342 | 239 | 281 | 342 | 239 |
Avg Bars in Losers | 81 | 94 | 65 | 81 | 94 | 65 |
Bars Traded | 13901 | 7617 | 6284 | 13901 | 7617 | 6284 |
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 | 474699 | 408906 | -122232 | -254163 | -585012 | -16154 |
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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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