Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1615764.3558 | 1374323.0726 | 241441.2832 | 15419201.3981 | -6021538.1796 | 21440739.5777 |
Total P&L (%) | 1615.7644 | 1374.3231 | 241.4413 | 15419.2014 | -6021.5382 | 21440.7396 |
Avg Daily Profit (%) | 0.6783 | 0.577 | 0.1014 | 0.212 | 0 | 0.2258 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164416 | -98528 | -67978 | -75206680 | -44832346 | -31681072 |
Profit Factor | 4.099 | 6.1141 | 1.9556 | 1.0814 | 0.938 | 1.2322 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 35.5556 | 31.1111 | 40 | 35.5556 | 31.1111 | 40 |
Ratio Avg Win / Avg Loss | 7.4294 | 13.5383 | 2.9335 | 1.96 | 2.0771 | 1.8484 |
Largest Winning Trade | 911369 | 911369 | 70115 | 29513410 | 23997206 | 29513410 |
Largest Losing Trade | -24513 | -24112 | -24513 | -17275616 | -12421721 | -17275616 |
Avg Bars in Trades | 75 | 62 | 89 | 75 | 62 | 89 |
Avg Bars in Winners | 172 | 148 | 191 | 172 | 148 | 191 |
Avg Bars in Losers | 22 | 24 | 20 | 22 | 24 | 20 |
Bars Traded | 6832 | 2825 | 4007 | 6832 | 2825 | 4007 |
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 | 499792 | 450297 | -57766 | -127150 | -585279 | 187783 |
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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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