Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1054262.8969 | 781530.2181 | 272732.6789 | 5551701.739 | 1274737.9552 | 4276963.7838 |
Total P&L (%) | 1054.2629 | 781.5302 | 272.7327 | 5551.7017 | 1274.738 | 4276.9638 |
Avg Daily Profit (%) | 0.7144 | 0.5296 | 0.1848 | 0.2738 | 0.1778 | 0.2564 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109043 | -91866 | -41349 | -14587864 | -12140901 | -3051593 |
Profit Factor | 2.3376 | 2.7294 | 1.811 | 1.1448 | 1.0546 | 1.2851 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 75 | 32 | 43 | 75 | 32 | 43 |
Losing Trades | 123 | 67 | 56 | 123 | 67 | 56 |
Profitability (%) | 37.8788 | 32.3232 | 43.4343 | 37.8788 | 32.3232 | 43.4343 |
Ratio Avg Win / Avg Loss | 3.8336 | 5.7148 | 2.3585 | 1.8774 | 2.2081 | 1.6736 |
Largest Winning Trade | 583511 | 583511 | 67680 | 9381872 | 9381872 | 3130250 |
Largest Losing Trade | -32863 | -17300 | -32863 | -2193808 | -2193808 | -1375976 |
Avg Bars in Trades | 22 | 18 | 25 | 22 | 18 | 25 |
Avg Bars in Winners | 39 | 34 | 42 | 39 | 34 | 42 |
Avg Bars in Losers | 11 | 10 | 12 | 11 | 10 | 12 |
Bars Traded | 4375 | 1817 | 2558 | 4375 | 1817 | 2558 |
Profit Streak | 0 | 0 | 9.3262 | 0 | 0 | 9.3262 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 485526 | 330340 | 324992 | -54904 | -158394 | 278080 |
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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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