Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1684568.6886 | 1594545.0462 | 90023.6424 | 2842629.04 | 4785520.2416 | -1942891.2016 |
Total P&L (%) | 1684.5687 | 1594.545 | 90.0236 | 2842.629 | 4785.5202 | -1942.8912 |
Avg Daily Profit (%) | 0.7573 | 0.7169 | 0.0405 | 0.1522 | 0.175 | 0 |
Buy And Hold Return (%) | 234.4649 | 234.4649 | 234.4649 | 234.4649 | 234.4649 | 234.4649 |
Max Trade Drawdown | -104164 | -55553 | -64869 | -11750071 | -4530985 | -9531068 |
Profit Factor | 4.5159 | 8.2341 | 1.348 | 1.0937 | 1.4046 | 0.895 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 46.0317 | 41.9355 | 50 | 46.0317 | 41.9355 | 50 |
Ratio Avg Win / Avg Loss | 5.2945 | 11.401 | 1.348 | 1.2823 | 1.9449 | 0.895 |
Largest Winning Trade | 1381010 | 1381010 | 50106 | 4765104 | 4765104 | 4376104 |
Largest Losing Trade | -64869 | -27207 | -64869 | -9531068 | -2570742 | -9531068 |
Avg Bars in Trades | 101 | 98 | 104 | 101 | 98 | 104 |
Avg Bars in Winners | 147 | 152 | 143 | 147 | 152 | 143 |
Avg Bars in Losers | 62 | 58 | 65 | 62 | 58 | 65 |
Bars Traded | 6385 | 3044 | 3341 | 6385 | 3044 | 3341 |
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 | -132301 | 636290 | -304276 | -262328 | 233357 | -580810 |
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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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