Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1113928.8059 | 910786.2295 | 203142.5765 | 9096092.3189 | -76856.9102 | 9172949.2291 |
Total P&L (%) | 1113.9288 | 910.7862 | 203.1426 | 9096.0923 | -76.8569 | 9172.9492 |
Avg Daily Profit (%) | 0.5974 | 0.4884 | 0.1089 | 0.2428 | -0.0785 | 0.2432 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124912 | -96148 | -59606 | -23617164 | -21501620 | -7323293 |
Profit Factor | 2.1044 | 2.7 | 1.4296 | 1.0895 | 0.9987 | 1.2137 |
Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
Winning Trades | 127 | 54 | 73 | 127 | 54 | 73 |
Losing Trades | 143 | 81 | 62 | 143 | 81 | 62 |
Profitability (%) | 47.037 | 40 | 54.0741 | 47.037 | 40 | 54.0741 |
Ratio Avg Win / Avg Loss | 2.3695 | 4.05 | 1.2142 | 1.2268 | 1.498 | 1.0308 |
Largest Winning Trade | 606932 | 606932 | 40024 | 7678352 | 7678352 | 3835572 |
Largest Losing Trade | -29168 | -29168 | -28940 | -5965587 | -5965587 | -3207290 |
Avg Bars in Trades | 81 | 90 | 71 | 81 | 90 | 71 |
Avg Bars in Winners | 103 | 129 | 84 | 103 | 129 | 84 |
Avg Bars in Losers | 61 | 64 | 56 | 61 | 64 | 56 |
Bars Traded | 21924 | 12262 | 9662 | 21924 | 12262 | 9662 |
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 | 565060 | 416484 | -46341 | -113405 | -583196 | 298630 |
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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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