Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 977437.1391 | 793856.8892 | 183580.2499 | 2471872.4939 | -115027.2222 | 2586899.7161 |
Total P&L (%) | 977.4371 | 793.8569 | 183.5803 | 2471.8725 | -115.0272 | 2586.8997 |
Avg Daily Profit (%) | 0.527 | 0.428 | 0.099 | 0.1752 | 0 | 0.1776 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115148 | -87388 | -56463 | -1906298 | -1432909 | -1025566 |
Profit Factor | 3.2944 | 4.1493 | 2.0554 | 1.3731 | 0.9719 | 2.0224 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 50.7937 | 43.75 | 58.0645 | 50.7937 | 43.75 | 58.0645 |
Ratio Avg Win / Avg Loss | 3.1914 | 5.3349 | 1.4845 | 1.3302 | 1.2496 | 1.4606 |
Largest Winning Trade | 677833 | 677833 | 65517 | 1262189 | 1126180 | 1262189 |
Largest Losing Trade | -37834 | -31721 | -37834 | -728751 | -426846 | -728751 |
Avg Bars in Trades | 85 | 69 | 101 | 85 | 69 | 101 |
Avg Bars in Winners | 127 | 110 | 140 | 127 | 110 | 140 |
Avg Bars in Losers | 41 | 37 | 47 | 41 | 37 | 47 |
Bars Traded | 5374 | 2230 | 3144 | 5374 | 2230 | 3144 |
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 | -133766 | 529018 | -57027 | -142540 | -581574 | 417025 |
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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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