Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2262869.7415 | 2001299.308 | 261570.4335 | 10243805.569 | 5291001.8107 | 4952803.7583 |
Total P&L (%) | 2262.8697 | 2001.2993 | 261.5704 | 10243.8056 | 5291.0018 | 4952.8038 |
Avg Daily Profit (%) | 0.951 | 0.8411 | 0.1099 | 0.1951 | 0.1677 | 0.165 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126397 | -110570 | -45183 | -11012034 | -9242481 | -4463694 |
Profit Factor | 4.8514 | 5.8012 | 2.5321 | 1.2983 | 1.2449 | 1.3889 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 40 | 25 | 15 | 40 | 25 | 15 |
Profitability (%) | 50 | 37.5 | 62.5 | 50 | 37.5 | 62.5 |
Ratio Avg Win / Avg Loss | 4.8514 | 9.6687 | 1.5193 | 1.2983 | 2.0748 | 0.8334 |
Largest Winning Trade | 1566479 | 1566479 | 57915 | 9291303 | 9291303 | 2412973 |
Largest Losing Trade | -54720 | -54720 | -33624 | -5745462 | -5745462 | -2070540 |
Avg Bars in Trades | 171 | 253 | 90 | 171 | 253 | 90 |
Avg Bars in Winners | 220 | 418 | 101 | 220 | 418 | 101 |
Avg Bars in Losers | 123 | 155 | 71 | 123 | 155 | 71 |
Bars Traded | 13754 | 10154 | 3600 | 13754 | 10154 | 3600 |
Profit Streak | 32.4053 | 0 | 80.4053 | 32.4053 | 0 | 80.4053 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2253 | 603041 | -39203 | -15167 | 136323 | 320601 |
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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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