Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1034266.1923 | 754110.3273 | 280155.865 | 32390681.5328 | -2167504.8344 | 34558186.3672 |
Total P&L (%) | 1034.2662 | 754.1103 | 280.1559 | 32390.6815 | -2167.5048 | 34558.1864 |
Avg Daily Profit (%) | 0.4271 | 0.3114 | 0.1157 | 0.2391 | 0 | 0.2418 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91639 | -77923 | -72616 | -36014512 | -29979651 | -13276543 |
Profit Factor | 2.9677 | 3.5292 | 2.2316 | 1.3014 | 0.9681 | 1.8761 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 38.4615 | 36.5385 | 40.3846 | 38.4615 | 36.5385 | 40.3846 |
Ratio Avg Win / Avg Loss | 4.7483 | 6.1296 | 3.2943 | 2.0822 | 1.6815 | 2.7694 |
Largest Winning Trade | 315795 | 315795 | 68205 | 14807071 | 14204210 | 14807071 |
Largest Losing Trade | -27382 | -27382 | -18880 | -12036978 | -12036978 | -5512484 |
Avg Bars in Trades | 67 | 52 | 83 | 67 | 52 | 83 |
Avg Bars in Winners | 121 | 91 | 149 | 121 | 91 | 149 |
Avg Bars in Losers | 34 | 30 | 38 | 34 | 30 | 38 |
Bars Traded | 7066 | 2726 | 4340 | 7066 | 2726 | 4340 |
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 | 411690 | -169584 | -218104 | 193134 | -763290 | -171838 |
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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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