Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 940876.7674 | 644857.2221 | 296019.5453 | 25374878.8064 | 13270966.7823 | 12103912.0241 |
Total P&L (%) | 940.8768 | 644.8572 | 296.0195 | 25374.8788 | 13270.9668 | 12103.912 |
Avg Daily Profit (%) | 0.6331 | 0.4339 | 0.1992 | 0.3735 | 0.33 | 0.3238 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56266 | -24075 | -45143 | -9177584 | -4186457 | -7342140 |
Profit Factor | 6.588 | 9.9416 | 4.0753 | 2.3541 | 2.7917 | 2.0681 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 20 | 11 | 9 | 20 | 11 | 9 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 31.746 | 34.375 | 29.0323 | 31.746 | 34.375 | 29.0323 |
Ratio Avg Win / Avg Loss | 14.1641 | 18.9795 | 9.9618 | 5.0613 | 5.3295 | 5.0553 |
Largest Winning Trade | 349869 | 349869 | 77431 | 10089908 | 6872733 | 10089908 |
Largest Losing Trade | -21369 | -11022 | -21369 | -3966314 | -3155921 | -3966314 |
Avg Bars in Trades | 257 | 95 | 424 | 257 | 95 | 424 |
Avg Bars in Winners | 753 | 231 | 1391 | 753 | 231 | 1391 |
Avg Bars in Losers | 27 | 25 | 29 | 27 | 25 | 29 |
Bars Traded | 16240 | 3070 | 13170 | 16240 | 3070 | 13170 |
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 | -138108 | 448432 | 95327 | -144372 | 301238 | 33999 |
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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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