Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429602.1562 | 112897.2645 | 316704.8916 | 1550725.9822 | 719770.7348 | 830955.2474 |
Total P&L (%) | 429.6022 | 112.8973 | 316.7049 | 1550.726 | 719.7707 | 830.9552 |
Avg Daily Profit (%) | 0.2257 | 0.0593 | 0.1664 | 0.1474 | 0.1106 | 0.1173 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66610 | -15275 | -74680 | -1678020 | -173685 | -1872059 |
Profit Factor | 2.8111 | 3.0679 | 2.7343 | 1.4201 | 2.3713 | 1.2624 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 24 | 16 | 8 | 24 | 16 | 8 |
Profitability (%) | 61.9048 | 50 | 74.1935 | 61.9048 | 50 | 74.1935 |
Ratio Avg Win / Avg Loss | 1.7299 | 3.0679 | 0.9511 | 0.8739 | 2.3713 | 0.4391 |
Largest Winning Trade | 57439 | 57439 | 53654 | 556935 | 297654 | 556935 |
Largest Losing Trade | -59200 | -10477 | -59200 | -1430537 | -125714 | -1430537 |
Avg Bars in Trades | 100 | 12 | 190 | 100 | 12 | 190 |
Avg Bars in Winners | 93 | 14 | 147 | 93 | 14 | 147 |
Avg Bars in Losers | 111 | 11 | 312 | 111 | 11 | 312 |
Bars Traded | 6308 | 414 | 5894 | 6308 | 414 | 5894 |
Profit Streak | 0 | 0 | 271.145 | 0 | 0 | 271.145 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -136250 | -107609 | 511916 | -146128 | -40159 | -33367 |
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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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