Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1194543.2666 | 1016406.333 | 178136.9336 | 3593952.4548 | 2193899.2044 | 1400053.2504 |
Total P&L (%) | 1194.5433 | 1016.4063 | 178.1369 | 3593.9525 | 2193.8992 | 1400.0533 |
Avg Daily Profit (%) | 0.5029 | 0.4279 | 0.075 | 0.1521 | 0.132 | 0.1141 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98731 | -58555 | -92194 | -8388150 | -4723855 | -7166444 |
Profit Factor | 3.0348 | 4.877 | 1.5483 | 1.1249 | 1.1664 | 1.0898 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 44.1558 | 46.1538 | 42.1053 | 44.1558 | 46.1538 | 42.1053 |
Ratio Avg Win / Avg Loss | 3.8381 | 5.6898 | 2.1289 | 1.4226 | 1.3608 | 1.4984 |
Largest Winning Trade | 668641 | 668641 | 67120 | 4614062 | 2717030 | 4614062 |
Largest Losing Trade | -43034 | -24487 | -43034 | -2509061 | -1985211 | -2509061 |
Avg Bars in Trades | 119 | 84 | 155 | 119 | 84 | 155 |
Avg Bars in Winners | 214 | 127 | 311 | 214 | 127 | 311 |
Avg Bars in Losers | 44 | 47 | 41 | 44 | 47 | 41 |
Bars Traded | 9177 | 3282 | 5895 | 9177 | 3282 | 5895 |
Profit Streak | 0 | 0 | 45.8952 | 0 | 0 | 45.8952 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32126 | 583738 | -92608 | -124080 | -55380 | -164579 |
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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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