Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 836163.3564 | 602566.3177 | 233597.0387 | 5043903.2127 | -2656225.8364 | 7700129.0491 |
Total P&L (%) | 836.1634 | 602.5663 | 233.597 | 5043.9032 | -2656.2258 | 7700.129 |
Avg Daily Profit (%) | 0.5168 | 0.3724 | 0.1444 | 0.2438 | 0 | 0.2696 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125412 | -164807 | -24062 | -10223936 | -12964749 | -1522791 |
Profit Factor | 2.2461 | 2.2173 | 2.327 | 1.1473 | 0.8991 | 1.9754 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 53 | 18 | 35 | 53 | 18 | 35 |
Losing Trades | 93 | 55 | 38 | 93 | 55 | 38 |
Profitability (%) | 36.3014 | 24.6575 | 47.9452 | 36.3014 | 24.6575 | 47.9452 |
Ratio Avg Win / Avg Loss | 3.9412 | 6.775 | 2.5264 | 2.0133 | 2.7474 | 2.1447 |
Largest Winning Trade | 270543 | 270543 | 41603 | 9102622 | 9102622 | 2018798 |
Largest Losing Trade | -27648 | -27648 | -16754 | -2799747 | -2799747 | -1227511 |
Avg Bars in Trades | 129 | 218 | 39 | 129 | 218 | 39 |
Avg Bars in Winners | 214 | 507 | 63 | 214 | 507 | 63 |
Avg Bars in Losers | 80 | 123 | 17 | 80 | 123 | 17 |
Bars Traded | 18834 | 15943 | 2891 | 18834 | 15943 | 2891 |
Profit Streak | 0 | 0 | 498.6603 | 0 | 0 | 498.6603 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362861 | -89551 | -68049 | -53860 | -681282 | -59787 |
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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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