Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1835494.367 | 1612443.0243 | 223051.3426 | 7092707.1857 | 4237496.0075 | 2855211.1782 |
Total P&L (%) | 1835.4944 | 1612.443 | 223.0513 | 7092.7072 | 4237.496 | 2855.2112 |
Avg Daily Profit (%) | 0.7678 | 0.6745 | 0.0933 | 0.179 | 0.1578 | 0.1417 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107923 | -84330 | -71823 | -27350337 | -17343753 | -17888947 |
Profit Factor | 3.7687 | 5.8257 | 1.6784 | 1.0754 | 1.0917 | 1.0596 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 44.898 | 38.7755 | 51.0204 | 44.898 | 38.7755 | 51.0204 |
Ratio Avg Win / Avg Loss | 4.6252 | 9.1984 | 1.6112 | 1.3198 | 1.7238 | 1.0172 |
Largest Winning Trade | 1056499 | 1056499 | 70817 | 17507455 | 17507455 | 8679830 |
Largest Losing Trade | -43316 | -39379 | -43316 | -12785127 | -7175787 | -12785127 |
Avg Bars in Trades | 71 | 59 | 83 | 71 | 59 | 83 |
Avg Bars in Winners | 116 | 108 | 123 | 116 | 108 | 123 |
Avg Bars in Losers | 34 | 28 | 42 | 34 | 28 | 42 |
Bars Traded | 6992 | 2904 | 4088 | 6992 | 2904 | 4088 |
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 | 650139 | 584089 | -64996 | -131458 | -115087 | -158115 |
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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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