Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2705361.721 | 2606839.7506 | 98521.9704 | 3512432.4555 | 6127055.0853 | -2614622.6298 |
Total P&L (%) | 2705.3617 | 2606.8398 | 98.522 | 3512.4325 | 6127.0551 | -2614.6226 |
Avg Daily Profit (%) | 1.1686 | 1.1261 | 0.0426 | 0.1551 | 0.1786 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107105 | -120717 | -80808 | -9786792 | -8455253 | -6532464 |
Profit Factor | 4.6448 | 7.3762 | 1.2955 | 1.0777 | 1.2456 | 0.8709 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 68 | 38 | 30 | 68 | 38 | 30 |
Profitability (%) | 31.3131 | 24 | 38.7755 | 31.3131 | 24 | 38.7755 |
Ratio Avg Win / Avg Loss | 10.1887 | 23.358 | 2.0455 | 2.364 | 3.9443 | 1.3751 |
Largest Winning Trade | 2200374 | 2200374 | 81653 | 8462799 | 8462799 | 3405083 |
Largest Losing Trade | -31784 | -31341 | -31784 | -2812110 | -2478388 | -2812110 |
Avg Bars in Trades | 86 | 73 | 100 | 86 | 73 | 100 |
Avg Bars in Winners | 215 | 211 | 217 | 215 | 211 | 217 |
Avg Bars in Losers | 27 | 29 | 25 | 27 | 29 | 25 |
Bars Traded | 8564 | 3656 | 4908 | 8564 | 3656 | 4908 |
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 | 504611 | -192578 | -139163 | -133298 | -205838 | -583380 |
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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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