Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1352291.0785 | 1157035.4121 | 195255.6664 | 3873345.4049 | -1636591.1919 | 5509936.5968 |
Total P&L (%) | 1352.2911 | 1157.0354 | 195.2557 | 3873.3454 | -1636.5912 | 5509.9366 |
Avg Daily Profit (%) | 0.5742 | 0.4913 | 0.0829 | 0.1565 | 0 | 0.1711 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107246 | -60718 | -110889 | -4978708 | -4333842 | -1941540 |
Profit Factor | 3.4848 | 5.0052 | 1.7647 | 1.29 | 0.7941 | 2.0189 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 37.6623 | 33.3333 | 42.1053 | 37.6623 | 33.3333 | 42.1053 |
Ratio Avg Win / Avg Loss | 5.7679 | 10.0104 | 2.4264 | 2.1351 | 1.5883 | 2.776 |
Largest Winning Trade | 1016208 | 1016208 | 59680 | 3291106 | 1986430 | 3291106 |
Largest Losing Trade | -38970 | -24551 | -38970 | -1869855 | -1420109 | -1869855 |
Avg Bars in Trades | 87 | 62 | 112 | 87 | 62 | 112 |
Avg Bars in Winners | 164 | 118 | 202 | 164 | 118 | 202 |
Avg Bars in Losers | 40 | 35 | 47 | 40 | 35 | 47 |
Bars Traded | 6726 | 2453 | 4273 | 6726 | 2453 | 4273 |
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 | -33173 | 427156 | -81969 | -42276 | -584461 | 308545 |
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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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