Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1304104.6325 | 1069708.6621 | 234395.9704 | 10930451.6914 | -3774461.7629 | 14704913.4543 |
Total P&L (%) | 1304.1046 | 1069.7087 | 234.396 | 10930.4517 | -3774.4618 | 14704.9135 |
Avg Daily Profit (%) | 0.6695 | 0.5492 | 0.1203 | 0.2418 | 0 | 0.2569 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124030 | -93665 | -64026 | -19360639 | -10671929 | -14260338 |
Profit Factor | 3.1227 | 3.9095 | 1.9502 | 1.17 | 0.8885 | 1.483 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 53 | 20 | 33 | 53 | 20 | 33 |
Losing Trades | 61 | 37 | 24 | 61 | 37 | 24 |
Profitability (%) | 46.4912 | 35.0877 | 57.8947 | 46.4912 | 35.0877 | 57.8947 |
Ratio Avg Win / Avg Loss | 3.5941 | 7.2325 | 1.4183 | 1.3466 | 1.6437 | 1.0786 |
Largest Winning Trade | 769043 | 769043 | 51237 | 8494943 | 8494943 | 7264244 |
Largest Losing Trade | -37357 | -37357 | -31574 | -5719052 | -4330324 | -5719052 |
Avg Bars in Trades | 100 | 90 | 111 | 100 | 90 | 111 |
Avg Bars in Winners | 144 | 145 | 143 | 144 | 145 | 143 |
Avg Bars in Losers | 63 | 61 | 65 | 63 | 61 | 65 |
Bars Traded | 11511 | 5184 | 6327 | 11511 | 5184 | 6327 |
Profit Streak | 26.8439 | 0 | 41.5105 | 26.8439 | 0 | 41.5105 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 629895 | -168114 | -208246 | -25627 | -764132 | -168755 |
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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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