Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2002299.8516 | 1750294.7579 | 252005.0937 | 26382001.2796 | -10950307.3005 | 37332308.5802 |
Total P&L (%) | 2002.2999 | 1750.2948 | 252.0051 | 26382.0013 | -10950.3073 | 37332.3086 |
Avg Daily Profit (%) | 0.8463 | 0.7398 | 0.1065 | 0.2361 | 0 | 0.2507 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97976 | -68148 | -63235 | -49271196 | -33390963 | -22332739 |
Profit Factor | 5.1642 | 6.8851 | 2.3739 | 1.3121 | 0.8101 | 2.3893 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 32.9412 | 25.5814 | 40.4762 | 32.9412 | 25.5814 | 40.4762 |
Ratio Avg Win / Avg Loss | 10.5128 | 20.0294 | 3.491 | 2.6711 | 2.3565 | 3.5137 |
Largest Winning Trade | 1457124 | 1457124 | 66424 | 30235084 | 23624352 | 30235084 |
Largest Losing Trade | -44901 | -44901 | -34226 | -15255306 | -15255306 | -6330697 |
Avg Bars in Trades | 51 | 57 | 45 | 51 | 57 | 45 |
Avg Bars in Winners | 110 | 134 | 94 | 110 | 134 | 94 |
Avg Bars in Losers | 22 | 31 | 12 | 22 | 31 | 12 |
Bars Traded | 4384 | 2474 | 1910 | 4384 | 2474 | 1910 |
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 | 529725 | -6022 | -49930 | 115500 | -605201 | 337052 |
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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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