Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1517198.1991 | 1454867.1937 | 62331.0054 | 704491.1035 | 260613.1472 | 443877.9563 |
Total P&L (%) | 1517.1982 | 1454.8672 | 62.331 | 704.4911 | 260.6131 | 443.878 |
Avg Daily Profit (%) | 0.8211 | 0.7874 | 0.0337 | 0.1129 | 0.0694 | 0.0917 |
Buy And Hold Return (%) | 69.4483 | 69.4483 | 69.4483 | 69.4483 | 69.4483 | 69.4483 |
Max Trade Drawdown | -89131 | -95951 | -47469 | -1234585 | -1273178 | -477055 |
Profit Factor | 4.3208 | 8.119 | 1.2468 | 1.1585 | 1.1151 | 1.2035 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 49.1525 | 43.3333 | 55.1724 | 49.1525 | 43.3333 | 55.1724 |
Ratio Avg Win / Avg Loss | 4.4697 | 10.6171 | 1.0131 | 1.1984 | 1.4582 | 0.9779 |
Largest Winning Trade | 1401328 | 1401328 | 62148 | 988122 | 988122 | 392571 |
Largest Losing Trade | -42939 | -29838 | -42939 | -524827 | -524827 | -477055 |
Avg Bars in Trades | 119 | 108 | 130 | 119 | 108 | 130 |
Avg Bars in Winners | 168 | 169 | 167 | 168 | 169 | 167 |
Avg Bars in Losers | 72 | 61 | 85 | 72 | 61 | 85 |
Bars Traded | 7058 | 3260 | 3798 | 7058 | 3260 | 3798 |
Profit Streak | 0 | 0 | 73.804 | 0 | 0 | 73.804 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159348 | 682063 | -312674 | -267862 | -199209 | -71948 |
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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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