Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1648478.1102 | 1507013.7767 | 141464.3335 | 1109542.4022 | -449598.8693 | 1559141.2715 |
Total P&L (%) | 1648.4781 | 1507.0138 | 141.4643 | 1109.5424 | -449.5989 | 1559.1413 |
Avg Daily Profit (%) | 0.6999 | 0.6399 | 0.0601 | 0.1059 | 0 | 0.1193 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111401 | -99922 | -104102 | -2360776 | -1525082 | -1150119 |
Profit Factor | 3.1714 | 4.8276 | 1.3871 | 1.1546 | 0.8915 | 1.5136 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 43 | 15 | 28 | 43 | 15 | 28 |
Losing Trades | 54 | 34 | 20 | 54 | 34 | 20 |
Profitability (%) | 44.3299 | 30.6122 | 58.3333 | 44.3299 | 30.6122 | 58.3333 |
Ratio Avg Win / Avg Loss | 3.9827 | 10.9426 | 0.9908 | 1.4499 | 2.0207 | 1.0811 |
Largest Winning Trade | 1388495 | 1388495 | 67310 | 1306117 | 850276 | 1306117 |
Largest Losing Trade | -41837 | -27509 | -41837 | -597414 | -597414 | -588086 |
Avg Bars in Trades | 143 | 124 | 162 | 143 | 124 | 162 |
Avg Bars in Winners | 233 | 244 | 228 | 233 | 244 | 228 |
Avg Bars in Losers | 71 | 71 | 70 | 71 | 71 | 70 |
Bars Traded | 13912 | 6109 | 7803 | 13912 | 6109 | 7803 |
Profit Streak | 0 | 0 | 140.8719 | 0 | 0 | 140.8719 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 591301 | 432809 | -111640 | -103647 | -585443 | -29755 |
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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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