Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1726084.7693 | 1701335.9086 | 24748.8607 | -30334.6762 | 3327397.0137 | -3357731.6899 |
Total P&L (%) | 1726.0848 | 1701.3359 | 24.7489 | -30.3347 | 3327.397 | -3357.7317 |
Avg Daily Profit (%) | 0.7208 | 0.7104 | 0.0103 | -0.0151 | 0.1477 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -350147 | -192169 | -208634 | -15702072 | -9093219 | -8134753 |
Profit Factor | 2.6837 | 3.8177 | 1.0587 | 0.9992 | 1.1519 | 0.7858 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 66 | 38 | 28 | 66 | 38 | 28 |
Profitability (%) | 41.5929 | 33.3333 | 50 | 41.5929 | 33.3333 | 50 |
Ratio Avg Win / Avg Loss | 3.7686 | 7.6353 | 1.0587 | 1.4031 | 2.3039 | 0.7858 |
Largest Winning Trade | 1423498 | 1423498 | 63195 | 11240927 | 11240927 | 3220765 |
Largest Losing Trade | -61648 | -45919 | -61648 | -5922295 | -5019508 | -5922295 |
Avg Bars in Trades | 82 | 108 | 55 | 82 | 108 | 55 |
Avg Bars in Winners | 116 | 189 | 66 | 116 | 189 | 66 |
Avg Bars in Losers | 58 | 68 | 44 | 58 | 68 | 44 |
Bars Traded | 9313 | 6195 | 3118 | 9313 | 6195 | 3118 |
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 | 527014 | -167486 | -518722 | -582080 | -234549 | -760833 |
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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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