Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1327953.071 | 1367730.6764 | -39777.6053 | -87036.4269 | 1188686.2064 | -1275722.6333 |
Total P&L (%) | 1327.9531 | 1367.7307 | -39.7776 | -87.0364 | 1188.6862 | -1275.7226 |
Avg Daily Profit (%) | 0.7122 | 0.7336 | -0.0213 | -0.1095 | 0.1372 | 0 |
Buy And Hold Return (%) | 99.6166 | 99.6166 | 99.6166 | 99.6166 | 99.6166 | 99.6166 |
Max Trade Drawdown | -209787 | -79747 | -212477 | -3184118 | -1122777 | -2091878 |
Profit Factor | 3.0402 | 6.5109 | 0.9012 | 0.9855 | 1.7771 | 0.7141 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 50.7937 | 46.875 | 54.8387 | 50.7937 | 46.875 | 54.8387 |
Ratio Avg Win / Avg Loss | 2.9452 | 7.3791 | 0.7422 | 0.9547 | 2.014 | 0.5881 |
Largest Winning Trade | 1280455 | 1280455 | 73218 | 1308756 | 1280455 | 1308756 |
Largest Losing Trade | -97279 | -31938 | -97279 | -1386173 | -607857 | -1386173 |
Avg Bars in Trades | 56 | 51 | 61 | 56 | 51 | 61 |
Avg Bars in Winners | 78 | 75 | 80 | 78 | 75 | 80 |
Avg Bars in Losers | 33 | 29 | 38 | 33 | 29 | 38 |
Bars Traded | 3548 | 1639 | 1909 | 3548 | 1639 | 1909 |
Profit Streak | 0 | 0 | 83.095 | 0 | 0 | 83.095 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132673 | 715635 | -579632 | -731674 | -7343 | -579632 |
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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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