Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2105541.2201 | 1973758.1874 | 131783.0327 | 3291827.3452 | -1828590.0584 | 5120417.4036 |
Total P&L (%) | 2105.5412 | 1973.7582 | 131.783 | 3291.8273 | -1828.5901 | 5120.4174 |
Avg Daily Profit (%) | 1.171 | 1.0978 | 0.0733 | 0.1962 | 0 | 0.2202 |
Buy And Hold Return (%) | 371.6942 | 371.6942 | 371.6942 | 371.6942 | 371.6942 | 371.6942 |
Max Trade Drawdown | -110041 | -120217 | -52464 | -12671791 | -14630069 | -6628081 |
Profit Factor | 5.0668 | 7.5605 | 1.6076 | 1.0904 | 0.9203 | 1.3806 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 55.5556 | 50 | 61.2903 | 55.5556 | 50 | 61.2903 |
Ratio Avg Win / Avg Loss | 4.0535 | 7.5605 | 1.0153 | 0.8723 | 0.9203 | 0.8719 |
Largest Winning Trade | 1691461 | 1691461 | 55744 | 10319416 | 10319416 | 5544581 |
Largest Losing Trade | -51619 | -39717 | -51619 | -6628081 | -5290329 | -6628081 |
Avg Bars in Trades | 54 | 66 | 41 | 54 | 66 | 41 |
Avg Bars in Winners | 59 | 69 | 51 | 59 | 69 | 51 |
Avg Bars in Losers | 47 | 62 | 27 | 47 | 62 | 27 |
Bars Traded | 3415 | 2117 | 1298 | 3415 | 2117 | 1298 |
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 | -129837 | 748576 | -257503 | -265019 | -580810 | 307573 |
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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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