Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 983007.8066 | 876220.5994 | 106787.2072 | 1302759.5755 | 1173911.9722 | 128847.6033 |
Total P&L (%) | 983.0078 | 876.2206 | 106.7872 | 1302.7596 | 1173.912 | 128.8476 |
Avg Daily Profit (%) | 0.4329 | 0.3858 | 0.047 | 0.1164 | 0.1121 | 0.0365 |
Buy And Hold Return (%) | 543.8933 | 543.8933 | 543.8933 | 543.8933 | 543.8933 | 543.8933 |
Max Trade Drawdown | -115837 | -71879 | -126619 | -1089503 | -855495 | -1198972 |
Profit Factor | 2.7797 | 3.8114 | 1.4437 | 1.26 | 1.4136 | 1.0593 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 61.8421 | 60.5263 | 63.1579 | 61.8421 | 60.5263 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.7151 | 2.4857 | 0.8421 | 0.7774 | 0.9219 | 0.6179 |
Largest Winning Trade | 353137 | 353137 | 40862 | 782571 | 782571 | 373687 |
Largest Losing Trade | -92529 | -48695 | -92529 | -1089503 | -506614 | -1089503 |
Avg Bars in Trades | 80 | 102 | 58 | 80 | 102 | 58 |
Avg Bars in Winners | 80 | 92 | 68 | 80 | 92 | 68 |
Avg Bars in Losers | 80 | 117 | 40 | 80 | 117 | 40 |
Bars Traded | 6086 | 3876 | 2210 | 6086 | 3876 | 2210 |
Profit Streak | 0 | 0 | 329.9245 | 0 | 0 | 329.9245 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44805 | 304011 | -293509 | -95287 | -48248 | -463869 |
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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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