Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1597074.2926 | 1419918.8648 | 177155.4278 | 2497611.8663 | -1119945.2102 | 3617557.0764 |
Total P&L (%) | 1597.0743 | 1419.9189 | 177.1554 | 2497.6119 | -1119.9452 | 3617.5571 |
Avg Daily Profit (%) | 0.6794 | 0.604 | 0.0754 | 0.1387 | 0 | 0.1539 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116373 | -85651 | -123340 | -2504170 | -2749401 | -1060594 |
Profit Factor | 3.7825 | 5.7132 | 1.6496 | 1.3069 | 0.7722 | 2.1228 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 31 | 11 | 20 | 31 | 11 | 20 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 35.2273 | 25 | 45.4545 | 35.2273 | 25 | 45.4545 |
Ratio Avg Win / Avg Loss | 6.9549 | 17.1395 | 1.9795 | 2.403 | 2.3165 | 2.5474 |
Largest Winning Trade | 1330188 | 1330188 | 61722 | 1909513 | 1096534 | 1909513 |
Largest Losing Trade | -41837 | -23254 | -41837 | -1018251 | -832309 | -1018251 |
Avg Bars in Trades | 156 | 130 | 182 | 156 | 130 | 182 |
Avg Bars in Winners | 318 | 310 | 322 | 318 | 310 | 322 |
Avg Bars in Losers | 69 | 70 | 66 | 69 | 70 | 66 |
Bars Traded | 13805 | 5756 | 8049 | 13805 | 5756 | 8049 |
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 | 486973 | -9947 | -90912 | -11795 | -607756 | 358989 |
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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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