Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 963811.1051 | 758772.0781 | 205039.027 | 6127407.2695 | -1135893.91 | 7263301.1795 |
Total P&L (%) | 963.8111 | 758.7721 | 205.039 | 6127.4073 | -1135.8939 | 7263.3012 |
Avg Daily Profit (%) | 0.3988 | 0.3139 | 0.0848 | 0.1711 | 0 | 0.178 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129553 | -72337 | -106702 | -8687900 | -6714037 | -3633443 |
Profit Factor | 2.5535 | 3.2652 | 1.7183 | 1.2251 | 0.9323 | 1.6962 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 44.2308 | 40.3846 | 48.0769 | 44.2308 | 40.3846 | 48.0769 |
Ratio Avg Win / Avg Loss | 3.2196 | 4.82 | 1.8558 | 1.5447 | 1.3763 | 1.8319 |
Largest Winning Trade | 320019 | 320019 | 65377 | 3902256 | 3521938 | 3902256 |
Largest Losing Trade | -36953 | -30125 | -36953 | -2138294 | -2138294 | -1296654 |
Avg Bars in Trades | 90 | 78 | 102 | 90 | 78 | 102 |
Avg Bars in Winners | 143 | 122 | 161 | 143 | 122 | 161 |
Avg Bars in Losers | 48 | 48 | 47 | 48 | 48 | 47 |
Bars Traded | 9412 | 4094 | 5318 | 9412 | 4094 | 5318 |
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 | 454969 | -168541 | -257243 | 236196 | -762905 | -169739 |
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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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