Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2417484.2261 | 2269397.3107 | 148086.9154 | 4536110.5725 | 1401744.859 | 3134365.7135 |
Total P&L (%) | 2417.4842 | 2269.3973 | 148.0869 | 4536.1106 | 1401.7449 | 3134.3657 |
Avg Daily Profit (%) | 1.0393 | 0.9757 | 0.0637 | 0.1651 | 0.1165 | 0.1496 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93651 | -110739 | -50169 | -7829372 | -6633194 | -3531103 |
Profit Factor | 4.5275 | 7.0812 | 1.4744 | 1.1508 | 1.0807 | 1.2466 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 43.6782 | 40.9091 | 46.5116 | 43.6782 | 40.9091 | 46.5116 |
Ratio Avg Win / Avg Loss | 5.8381 | 10.2284 | 1.6956 | 1.484 | 1.5611 | 1.4336 |
Largest Winning Trade | 1961083 | 1961083 | 82760 | 4534724 | 4534724 | 3561201 |
Largest Losing Trade | -37172 | -37172 | -35310 | -2628323 | -2201382 | -2628323 |
Avg Bars in Trades | 77 | 74 | 79 | 77 | 74 | 79 |
Avg Bars in Winners | 110 | 106 | 113 | 110 | 106 | 113 |
Avg Bars in Losers | 51 | 52 | 50 | 51 | 52 | 50 |
Bars Traded | 6712 | 3276 | 3436 | 6712 | 3276 | 3436 |
Profit Streak | 0 | 0 | 24.8171 | 0 | 0 | 24.8171 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 669456 | 661313 | -106419 | -49082 | -171080 | 217215 |
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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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