Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2149097.3394 | 1871164.4181 | 277932.9213 | 38417193.011 | 21457446.4419 | 16959746.5691 |
Total P&L (%) | 2149.0973 | 1871.1644 | 277.9329 | 38417.193 | 21457.4464 | 16959.7466 |
Avg Daily Profit (%) | 0.9027 | 0.786 | 0.1167 | 0.2504 | 0.226 | 0.2161 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99906 | -68090 | -56222 | -59468557 | -32965796 | -44581613 |
Profit Factor | 4.3735 | 6.5071 | 1.9349 | 1.1632 | 1.1787 | 1.1472 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Losing Trades | 70 | 39 | 31 | 70 | 39 | 31 |
Profitability (%) | 31.3725 | 23.5294 | 39.2157 | 31.3725 | 23.5294 | 39.2157 |
Ratio Avg Win / Avg Loss | 9.567 | 21.1481 | 2.9991 | 2.5446 | 3.8306 | 1.7781 |
Largest Winning Trade | 1037390 | 1037390 | 67047 | 38385798 | 38385798 | 23568851 |
Largest Losing Trade | -26522 | -22802 | -26522 | -17887048 | -14059332 | -17887048 |
Avg Bars in Trades | 67 | 63 | 70 | 67 | 63 | 70 |
Avg Bars in Winners | 173 | 209 | 151 | 173 | 209 | 151 |
Avg Bars in Losers | 18 | 19 | 17 | 18 | 19 | 17 |
Bars Traded | 6839 | 3259 | 3580 | 6839 | 3259 | 3580 |
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 | 490252 | -195055 | -217719 | -38366 | -231259 | -233622 |
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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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