Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1453802.3448 | 1473920.0409 | -20117.6961 | 419306.8171 | 376542.4033 | 42764.4138 |
Total P&L (%) | 1453.8023 | 1473.92 | -20.1177 | 419.3068 | 376.5424 | 42.7644 |
Avg Daily Profit (%) | 0.6443 | 0.6532 | -0.0089 | 0.073 | 0.0692 | 0.0158 |
Buy And Hold Return (%) | 364.6814 | 364.6814 | 364.6814 | 364.6814 | 364.6814 | 364.6814 |
Max Trade Drawdown | -128741 | -123233 | -33742 | -1032985 | -864991 | -387881 |
Profit Factor | 3.9596 | 6.4082 | 0.908 | 1.1571 | 1.256 | 1.0357 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 41.0959 | 35.1351 | 47.2222 | 41.0959 | 35.1351 | 47.2222 |
Ratio Avg Win / Avg Loss | 5.6754 | 11.8304 | 1.0148 | 1.6585 | 2.3188 | 1.1575 |
Largest Winning Trade | 1281558 | 1281558 | 42713 | 1064941 | 1064941 | 277014 |
Largest Losing Trade | -52329 | -34475 | -52329 | -382976 | -308097 | -382976 |
Avg Bars in Trades | 84 | 97 | 71 | 84 | 97 | 71 |
Avg Bars in Winners | 152 | 204 | 111 | 152 | 204 | 111 |
Avg Bars in Losers | 37 | 39 | 34 | 37 | 39 | 34 |
Bars Traded | 6176 | 3617 | 2559 | 6176 | 3617 | 2559 |
Profit Streak | 0 | 0 | 12.4021 | 0 | 0 | 12.4021 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63107 | 449256 | -579109 | -340928 | -261015 | -518806 |
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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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