Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1594288.2278 | 1513829.6765 | 80458.5513 | 1299746.0198 | -667945.3151 | 1967691.335 |
Total P&L (%) | 1594.2882 | 1513.8297 | 80.4586 | 1299.746 | -667.9453 | 1967.6913 |
Avg Daily Profit (%) | 0.8603 | 0.8169 | 0.0434 | 0.1425 | 0 | 0.1636 |
Buy And Hold Return (%) | 62.2939 | 62.2939 | 62.2939 | 62.2939 | 62.2939 | 62.2939 |
Max Trade Drawdown | -89831 | -93386 | -38915 | -3139697 | -3736125 | -1080520 |
Profit Factor | 4.8496 | 7.955 | 1.4095 | 1.1219 | 0.8895 | 1.4262 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 21 | 7 | 14 | 21 | 7 | 14 |
Losing Trades | 42 | 25 | 17 | 42 | 25 | 17 |
Profitability (%) | 33.3333 | 21.875 | 45.1613 | 33.3333 | 21.875 | 45.1613 |
Ratio Avg Win / Avg Loss | 9.6992 | 28.4108 | 1.7115 | 2.2438 | 3.1768 | 1.7319 |
Largest Winning Trade | 1387955 | 1387955 | 60055 | 2213665 | 2213665 | 1703276 |
Largest Losing Trade | -23335 | -21639 | -23335 | -844755 | -844755 | -747552 |
Avg Bars in Trades | 111 | 87 | 135 | 111 | 87 | 135 |
Avg Bars in Winners | 234 | 268 | 217 | 234 | 268 | 217 |
Avg Bars in Losers | 49 | 36 | 67 | 49 | 36 | 67 |
Bars Traded | 6995 | 2802 | 4193 | 6995 | 2802 | 4193 |
Profit Streak | 0 | 0 | 50.6499 | 0 | 0 | 50.6499 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -136856 | -21911 | -209471 | -245474 | -621620 | 300081 |
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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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