Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281770.8363 | 199086.7218 | 82684.1145 | -4296642.6976 | 1948918.7628 | -6245561.4604 |
Total P&L (%) | 281.7708 | 199.0867 | 82.6841 | -4296.6427 | 1948.9188 | -6245.5615 |
Avg Daily Profit (%) | 0.1514 | 0.107 | 0.0444 | 0 | 0.1624 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -235140 | -83195 | -226720 | -15312169 | -6050378 | -11046573 |
Profit Factor | 1.7212 | 2.2734 | 1.3528 | 0.7759 | 1.2548 | 0.4579 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 74 | 34 | 40 | 58 | 28 | 30 |
Losing Trades | 12 | 9 | 3 | 28 | 15 | 13 |
Profitability (%) | 86.0465 | 79.0698 | 93.0233 | 67.4419 | 65.1163 | 69.7674 |
Ratio Avg Win / Avg Loss | 0.2791 | 0.6018 | 0.1015 | 0.3746 | 0.6722 | 0.1984 |
Largest Winning Trade | 97350 | 97350 | 20909 | 5307927 | 5307927 | 639072 |
Largest Losing Trade | -224217 | -71712 | -224217 | -7748008 | -4919317 | -7748008 |
Avg Bars in Trades | 35 | 44 | 25 | 35 | 44 | 25 |
Avg Bars in Winners | 16 | 19 | 13 | 27 | 44 | 10 |
Avg Bars in Losers | 151 | 137 | 194 | 51 | 43 | 60 |
Bars Traded | 3015 | 1903 | 1112 | 3015 | 1903 | 1112 |
Profit Streak | 89.5647 | 89.5647 | 495.0647 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 8 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511479 | -43399 | -127902 | -578009 | 283243 | -577886 |
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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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