Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2660254.3591 | 2444642.9363 | 215611.4228 | 13771406.1008 | -812382.1711 | 14583788.2719 |
Total P&L (%) | 2660.2544 | 2444.6429 | 215.6114 | 13771.4061 | -812.3822 | 14583.7883 |
Avg Daily Profit (%) | 1.1527 | 1.0593 | 0.0934 | 0.214 | 0 | 0.2164 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140358 | -131328 | -74410 | -22777283 | -15401777 | -10197880 |
Profit Factor | 5.0995 | 7.7811 | 1.7476 | 1.2273 | 0.9778 | 1.6076 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 60 | 35 | 25 | 60 | 35 | 25 |
Profitability (%) | 38.1443 | 28.5714 | 47.9167 | 38.1443 | 28.5714 | 47.9167 |
Ratio Avg Win / Avg Loss | 8.2695 | 19.4527 | 1.8996 | 1.9903 | 2.4445 | 1.7474 |
Largest Winning Trade | 2044501 | 2044501 | 79558 | 10474461 | 10474461 | 5682069 |
Largest Losing Trade | -43966 | -27700 | -43966 | -5663755 | -5663755 | -2991757 |
Avg Bars in Trades | 92 | 86 | 98 | 92 | 86 | 98 |
Avg Bars in Winners | 156 | 174 | 145 | 156 | 174 | 145 |
Avg Bars in Losers | 52 | 51 | 53 | 52 | 51 | 53 |
Bars Traded | 8930 | 4224 | 4706 | 8930 | 4224 | 4706 |
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 | 611567 | 275895 | -65642 | 164012 | -592255 | 377989 |
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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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