Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1781930.3993 | 1674168.5794 | 107761.8199 | 1966230.9485 | -781118.9305 | 2747349.879 |
Total P&L (%) | 1781.9304 | 1674.1686 | 107.7618 | 1966.2309 | -781.1189 | 2747.3499 |
Avg Daily Profit (%) | 0.9613 | 0.9031 | 0.0581 | 0.1635 | 0 | 0.1808 |
Buy And Hold Return (%) | 31.1678 | 31.1678 | 31.1678 | 31.1678 | 31.1678 | 31.1678 |
Max Trade Drawdown | -84251 | -82705 | -41377 | -3713041 | -3599110 | -1721257 |
Profit Factor | 5.4963 | 9.5744 | 1.536 | 1.1522 | 0.8853 | 1.4494 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 22 | 6 | 16 | 22 | 6 | 16 |
Losing Trades | 51 | 31 | 20 | 51 | 31 | 20 |
Profitability (%) | 30.137 | 16.2162 | 44.4444 | 30.137 | 16.2162 | 44.4444 |
Ratio Avg Win / Avg Loss | 12.7415 | 49.4678 | 1.92 | 2.6709 | 4.574 | 1.8118 |
Largest Winning Trade | 1590789 | 1590789 | 59237 | 2224202 | 2224202 | 1609921 |
Largest Losing Trade | -25869 | -14800 | -25869 | -1156097 | -733976 | -1156097 |
Avg Bars in Trades | 97 | 70 | 125 | 97 | 70 | 125 |
Avg Bars in Winners | 231 | 288 | 210 | 231 | 288 | 210 |
Avg Bars in Losers | 39 | 28 | 58 | 39 | 28 | 58 |
Bars Traded | 7134 | 2605 | 4530 | 7134 | 2605 | 4530 |
Profit Streak | 0 | 0 | 36.4384 | 0 | 0 | 36.4384 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62537 | -46739 | -116983 | -128313 | -646523 | 301069 |
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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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