Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384384.5575 | 391699.5073 | -7314.9498 | -1015492.9214 | 9457956.66 | -10473449.5813 |
Total P&L (%) | 384.3846 | 391.6995 | -7.315 | -1015.4929 | 9457.9567 | -10473.4496 |
Avg Daily Profit (%) | 0.2072 | 0.2112 | -0.0039 | 0 | 0.2461 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -452765 | -151238 | -333629 | -19438787 | -4592476 | -18916288 |
Profit Factor | 1.2293 | 1.5135 | 0.992 | 0.9802 | 1.4802 | 0.669 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 137 | 62 | 75 | 142 | 69 | 73 |
Losing Trades | 123 | 68 | 55 | 118 | 61 | 57 |
Profitability (%) | 52.6923 | 47.6923 | 57.6923 | 54.6154 | 53.0769 | 56.1538 |
Ratio Avg Win / Avg Loss | 1.1037 | 1.66 | 0.7275 | 0.8145 | 1.3085 | 0.5223 |
Largest Winning Trade | 112023 | 112023 | 50426 | 3864846 | 3864846 | 1774634 |
Largest Losing Trade | -228867 | -47857 | -228867 | -14342440 | -2254351 | -14342440 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 3702 | 1852 | 1850 | 3702 | 1852 | 1850 |
Profit Streak | 0 | 0 | 67.7031 | 10.7031 | 17.7031 | 0 |
Trades During Streak | 0 | 0 | 4 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335572 | 337936 | -578278 | -577894 | 383419 | -579911 |
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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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