Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1680948.1878 | 1488174.2576 | 192773.9302 | 7089378.2502 | 1755478.3781 | 5333899.872 |
Total P&L (%) | 1680.9482 | 1488.1743 | 192.7739 | 7089.3783 | 1755.4784 | 5333.8999 |
Avg Daily Profit (%) | 0.7063 | 0.6253 | 0.081 | 0.1798 | 0.1228 | 0.168 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118247 | -86388 | -57938 | -19367880 | -15178353 | -8228166 |
Profit Factor | 2.9776 | 4.4179 | 1.465 | 1.1043 | 1.0484 | 1.1682 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 88 | 47 | 41 | 88 | 47 | 41 |
Profitability (%) | 33.8346 | 29.8507 | 37.8788 | 33.8346 | 29.8507 | 37.8788 |
Ratio Avg Win / Avg Loss | 5.8228 | 10.382 | 2.4025 | 2.1595 | 2.4637 | 1.9158 |
Largest Winning Trade | 980493 | 980493 | 66662 | 8145642 | 8145642 | 6582786 |
Largest Losing Trade | -27624 | -27624 | -26314 | -4176536 | -3382927 | -4176536 |
Avg Bars in Trades | 34 | 27 | 42 | 34 | 27 | 42 |
Avg Bars in Winners | 76 | 66 | 84 | 76 | 66 | 84 |
Avg Bars in Losers | 13 | 10 | 17 | 13 | 10 | 17 |
Bars Traded | 4643 | 1813 | 2830 | 4643 | 1813 | 2830 |
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 | 436230 | -106075 | -211779 | -102794 | -319963 | -155842 |
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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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