Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 944151.957 | 666364.1966 | 277787.7604 | 6731169.7412 | 1705944.5811 | 5025225.1602 |
Total P&L (%) | 944.152 | 666.3642 | 277.7878 | 6731.1697 | 1705.9446 | 5025.2252 |
Avg Daily Profit (%) | 0.6377 | 0.45 | 0.1876 | 0.2857 | 0.1956 | 0.2662 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96422 | -131437 | -41962 | -10835370 | -5813376 | -5021993 |
Profit Factor | 3.2781 | 3.2243 | 3.4184 | 1.3453 | 1.1394 | 1.6926 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 27 | 10 | 17 | 27 | 10 | 17 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 36.9863 | 27.027 | 47.2222 | 36.9863 | 27.027 | 47.2222 |
Ratio Avg Win / Avg Loss | 5.5849 | 8.7056 | 3.8205 | 2.292 | 3.0764 | 1.8917 |
Largest Winning Trade | 383300 | 383300 | 62621 | 6802917 | 5803357 | 6802917 |
Largest Losing Trade | -48203 | -48203 | -15788 | -4319524 | -4319524 | -1980109 |
Avg Bars in Trades | 57 | 61 | 54 | 57 | 61 | 54 |
Avg Bars in Winners | 108 | 122 | 100 | 108 | 122 | 100 |
Avg Bars in Losers | 28 | 38 | 13 | 28 | 38 | 13 |
Bars Traded | 4226 | 2268 | 1958 | 4226 | 2268 | 1958 |
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 | -63293 | -4537 | 466927 | -71096 | -78960 | 386221 |
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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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