Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1819090.1986 | 1800118.3466 | 18971.852 | 418043.2847 | 393545.1975 | 24498.0872 |
Total P&L (%) | 1819.0902 | 1800.1183 | 18.9719 | 418.0433 | 393.5452 | 24.4981 |
Avg Daily Profit (%) | 0.9824 | 0.9722 | 0.0102 | 0.0889 | 0.0863 | 0.0118 |
Buy And Hold Return (%) | 113.9673 | 113.9673 | 113.9673 | 113.9673 | 113.9673 | 113.9673 |
Max Trade Drawdown | -134919 | -72255 | -116657 | -2585631 | -1677011 | -1316637 |
Profit Factor | 3.9944 | 7.3098 | 1.0589 | 1.0611 | 1.1091 | 1.0076 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 42.1875 | 40.625 | 43.75 | 42.1875 | 40.625 | 43.75 |
Ratio Avg Win / Avg Loss | 5.4739 | 10.6836 | 1.3614 | 1.4541 | 1.621 | 1.2954 |
Largest Winning Trade | 1696334 | 1696334 | 75862 | 1077529 | 1077529 | 671361 |
Largest Losing Trade | -59034 | -38847 | -59034 | -1188077 | -1188077 | -1104082 |
Avg Bars in Trades | 169 | 167 | 171 | 169 | 167 | 171 |
Avg Bars in Winners | 265 | 266 | 264 | 265 | 266 | 264 |
Avg Bars in Losers | 99 | 100 | 98 | 99 | 100 | 98 |
Bars Traded | 10836 | 5362 | 5474 | 10836 | 5362 | 5474 |
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 | -126433 | 653957 | -503142 | -376986 | -183590 | -557471 |
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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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