Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 932659.6944 | 725764.8747 | 206894.8197 | 9161062.5526 | 4504144.958 | 4656917.5946 |
Total P&L (%) | 932.6597 | 725.7649 | 206.8948 | 9161.0626 | 4504.145 | 4656.9176 |
Avg Daily Profit (%) | 0.391 | 0.3042 | 0.0867 | 0.19 | 0.1607 | 0.162 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85002 | -60562 | -112897 | -7411933 | -4334359 | -6821085 |
Profit Factor | 1.9766 | 2.6273 | 1.4065 | 1.2149 | 1.2234 | 1.2074 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 84 | 47 | 37 | 84 | 47 | 37 |
Losing Trades | 80 | 35 | 45 | 80 | 35 | 45 |
Profitability (%) | 51.2195 | 57.3171 | 45.122 | 51.2195 | 57.3171 | 45.122 |
Ratio Avg Win / Avg Loss | 1.8825 | 1.9565 | 1.7105 | 1.1571 | 0.911 | 1.4685 |
Largest Winning Trade | 206050 | 206050 | 78291 | 4017877 | 2343772 | 4017877 |
Largest Losing Trade | -50178 | -50178 | -34254 | -3079624 | -2384289 | -3079624 |
Avg Bars in Trades | 56 | 34 | 78 | 56 | 34 | 78 |
Avg Bars in Winners | 80 | 37 | 134 | 80 | 37 | 134 |
Avg Bars in Losers | 32 | 30 | 33 | 32 | 30 | 33 |
Bars Traded | 9317 | 2840 | 6477 | 9317 | 2840 | 6477 |
Profit Streak | 0 | 41.6661 | 0 | 0 | 41.6661 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519921 | 395280 | -81675 | 307213 | 96871 | 31537 |
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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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