Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1903456.7586 | 1785309.7759 | 118146.9827 | 11978440.916 | 6094937.4208 | 5883503.4951 |
Total P&L (%) | 1903.4568 | 1785.3098 | 118.147 | 11978.4409 | 6094.9374 | 5883.5035 |
Avg Daily Profit (%) | 0.8442 | 0.7918 | 0.0524 | 0.2128 | 0.1832 | 0.1816 |
Buy And Hold Return (%) | 309.6491 | 309.6491 | 309.6491 | 309.6491 | 309.6491 | 309.6491 |
Max Trade Drawdown | -66685 | -42176 | -48244 | -8935866 | -7551438 | -5349173 |
Profit Factor | 6.09 | 12.0358 | 1.5568 | 1.3213 | 1.3764 | 1.279 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 40 | 33.3333 | 46.875 | 40 | 33.3333 | 46.875 |
Ratio Avg Win / Avg Loss | 9.135 | 24.0715 | 1.7644 | 1.982 | 2.7528 | 1.4496 |
Largest Winning Trade | 1352290 | 1352290 | 53337 | 7631655 | 7631655 | 6681175 |
Largest Losing Trade | -29323 | -13842 | -29323 | -3743745 | -2038516 | -3743745 |
Avg Bars in Trades | 186 | 162 | 210 | 186 | 162 | 210 |
Avg Bars in Winners | 362 | 347 | 373 | 362 | 347 | 373 |
Avg Bars in Losers | 68 | 70 | 66 | 68 | 70 | 66 |
Bars Traded | 12111 | 5372 | 6739 | 12111 | 5372 | 6739 |
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 | -119002 | 514608 | -287204 | -130693 | 109779 | 237194 |
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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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