Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 596729.7367 | 442819.4194 | 153910.3173 | 1640249.2913 | -6774295.2526 | 8414544.5439 |
Total P&L (%) | 596.7297 | 442.8194 | 153.9103 | 1640.2493 | -6774.2953 | 8414.5445 |
Avg Daily Profit (%) | 0.302 | 0.2241 | 0.0779 | 0.1447 | 0 | 0.2252 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212845 | -161510 | -95449 | -18773029 | -18298688 | -3818833 |
Profit Factor | 2.0283 | 2.3524 | 1.6087 | 1.0512 | 0.6974 | 1.8708 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 48.1132 | 41.5094 | 54.717 | 48.1132 | 41.5094 | 54.717 |
Ratio Avg Win / Avg Loss | 2.1874 | 3.3147 | 1.3314 | 1.1336 | 0.9828 | 1.5483 |
Largest Winning Trade | 171862 | 171862 | 55032 | 7122757 | 6970460 | 7122757 |
Largest Losing Trade | -46510 | -34414 | -46510 | -6905369 | -6905369 | -1925580 |
Avg Bars in Trades | 109 | 131 | 87 | 109 | 131 | 87 |
Avg Bars in Winners | 153 | 209 | 111 | 153 | 209 | 111 |
Avg Bars in Losers | 67 | 75 | 58 | 67 | 75 | 58 |
Bars Traded | 11573 | 6952 | 4621 | 11573 | 6952 | 4621 |
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 | 443252 | -171049 | -266462 | -164185 | -764135 | -167640 |
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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) |
---|