Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2653673.7349 | 2503392.3047 | 150281.4302 | 4242641.4695 | 753176.184 | 3489465.2855 |
Total P&L (%) | 2653.6737 | 2503.3923 | 150.2814 | 4242.6415 | 753.1762 | 3489.4653 |
Avg Daily Profit (%) | 1.1483 | 1.0833 | 0.065 | 0.1633 | 0.0928 | 0.1551 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129775 | -108495 | -74845 | -9924381 | -7628915 | -4592601 |
Profit Factor | 4.8187 | 7.1755 | 1.519 | 1.1491 | 1.0429 | 1.3203 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 53 | 31 | 22 | 53 | 31 | 22 |
Profitability (%) | 39.0805 | 29.5455 | 48.8372 | 39.0805 | 29.5455 | 48.8372 |
Ratio Avg Win / Avg Loss | 7.5115 | 17.1109 | 1.5914 | 1.7913 | 2.4869 | 1.3832 |
Largest Winning Trade | 2148777 | 2148777 | 82113 | 4826086 | 4826086 | 2799152 |
Largest Losing Trade | -32088 | -28066 | -32088 | -2675091 | -2675091 | -1410007 |
Avg Bars in Trades | 77 | 71 | 83 | 77 | 71 | 83 |
Avg Bars in Winners | 133 | 143 | 127 | 133 | 143 | 127 |
Avg Bars in Losers | 40 | 40 | 40 | 40 | 40 | 40 |
Bars Traded | 6699 | 3128 | 3571 | 6699 | 3128 | 3571 |
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 | 616181 | 439827 | -103968 | -51668 | -250596 | 268578 |
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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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