Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1223791.2453 | 1145151.0661 | 78640.1792 | 348495.5082 | -569335.1001 | 917830.6083 |
Total P&L (%) | 1223.7912 | 1145.1511 | 78.6402 | 348.4955 | -569.3351 | 917.8306 |
Avg Daily Profit (%) | 0.5194 | 0.4861 | 0.0334 | 0.0637 | 0 | 0.0985 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124878 | -100924 | -150462 | -852191 | -1118232 | -100894 |
Profit Factor | 3.1491 | 4.4948 | 1.3253 | 1.1551 | 0.6958 | 3.4483 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 37.7049 | 35.4839 | 40 | 37.7049 | 35.4839 | 40 |
Ratio Avg Win / Avg Loss | 5.2028 | 8.1723 | 1.9879 | 1.9085 | 1.2652 | 5.1725 |
Largest Winning Trade | 1047235 | 1047235 | 59295 | 392313 | 322846 | 392313 |
Largest Losing Trade | -72284 | -51159 | -72284 | -631995 | -631995 | -85267 |
Avg Bars in Trades | 72 | 81 | 63 | 72 | 81 | 63 |
Avg Bars in Winners | 109 | 117 | 102 | 109 | 117 | 102 |
Avg Bars in Losers | 50 | 62 | 37 | 50 | 62 | 37 |
Bars Traded | 4447 | 2541 | 1906 | 4447 | 2541 | 1906 |
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 | -154273 | 439992 | -150888 | -327695 | -584796 | -58356 |
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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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