Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1626697.5057 | 1468666.4623 | 158031.0434 | 2479763.0197 | 3320259.4377 | -840496.418 |
Total P&L (%) | 1626.6975 | 1468.6665 | 158.031 | 2479.763 | 3320.2594 | -840.4964 |
Avg Daily Profit (%) | 0.6846 | 0.6181 | 0.0665 | 0.1369 | 0.1488 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163829 | -108684 | -105774 | -23265546 | -14951956 | -10388111 |
Profit Factor | 3.1577 | 4.8493 | 1.4244 | 1.0459 | 1.1185 | 0.9677 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 44.9438 | 42.2222 | 47.7273 | 44.9438 | 42.2222 | 47.7273 |
Ratio Avg Win / Avg Loss | 3.8682 | 6.6358 | 1.5601 | 1.2812 | 1.5306 | 1.0599 |
Largest Winning Trade | 1046742 | 1046742 | 65886 | 13871507 | 13871507 | 5792423 |
Largest Losing Trade | -42529 | -42529 | -41868 | -8950328 | -5285037 | -8950328 |
Avg Bars in Trades | 52 | 41 | 63 | 52 | 41 | 63 |
Avg Bars in Winners | 84 | 66 | 101 | 84 | 66 | 101 |
Avg Bars in Losers | 25 | 22 | 28 | 25 | 22 | 28 |
Bars Traded | 4640 | 1853 | 2787 | 4640 | 1853 | 2787 |
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 | 593480 | 588139 | -102995 | -181668 | -86034 | -579936 |
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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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