Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1744703.0359 | 1660254.8392 | 84448.1967 | 606494.6584 | 198547.9227 | 407946.7356 |
Total P&L (%) | 1744.703 | 1660.2548 | 84.4482 | 606.4947 | 198.5479 | 407.9467 |
Avg Daily Profit (%) | 0.756 | 0.7194 | 0.0366 | 0.0848 | 0.0474 | 0.0704 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117454 | -104929 | -117658 | -659271 | -459215 | -241274 |
Profit Factor | 3.9945 | 6.2474 | 1.3172 | 1.289 | 1.1599 | 1.4762 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 22 | 9 | 13 | 22 | 9 | 13 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 36.0656 | 29.0323 | 43.3333 | 36.0656 | 29.0323 | 43.3333 |
Ratio Avg Win / Avg Loss | 7.0812 | 15.2714 | 1.7225 | 2.285 | 2.8352 | 1.9305 |
Largest Winning Trade | 1283648 | 1283648 | 81306 | 437686 | 401195 | 437686 |
Largest Losing Trade | -89811 | -31075 | -89811 | -180632 | -180312 | -180632 |
Avg Bars in Trades | 140 | 121 | 160 | 140 | 121 | 160 |
Avg Bars in Winners | 264 | 282 | 251 | 264 | 282 | 251 |
Avg Bars in Losers | 70 | 55 | 90 | 70 | 55 | 90 |
Bars Traded | 8574 | 3768 | 4806 | 8574 | 3768 | 4806 |
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 | -151848 | 321214 | -145355 | -249949 | -185249 | -99242 |
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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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