Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1157157.3792 | 1017941.7598 | 139215.6194 | 6348734.0798 | 5271783.2403 | 1076950.8395 |
Total P&L (%) | 1157.1574 | 1017.9418 | 139.2156 | 6348.7341 | 5271.7832 | 1076.9508 |
Avg Daily Profit (%) | 0.6262 | 0.5509 | 0.0753 | 0.2257 | 0.2158 | 0.1335 |
Buy And Hold Return (%) | 195.9363 | 195.9363 | 195.9363 | 195.9363 | 195.9363 | 195.9363 |
Max Trade Drawdown | -73687 | -62745 | -38759 | -1672939 | -1232596 | -1609840 |
Profit Factor | 4.1505 | 6.2374 | 1.805 | 1.8742 | 2.5996 | 1.2715 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 50 | 45.9459 | 54.0541 | 50 | 45.9459 | 54.0541 |
Ratio Avg Win / Avg Loss | 4.1505 | 7.3381 | 1.5343 | 1.8742 | 3.0584 | 1.0808 |
Largest Winning Trade | 807873 | 807873 | 59733 | 2181990 | 2181990 | 1832543 |
Largest Losing Trade | -37816 | -21641 | -37816 | -1480947 | -604407 | -1480947 |
Avg Bars in Trades | 144 | 140 | 149 | 144 | 140 | 149 |
Avg Bars in Winners | 203 | 218 | 190 | 203 | 218 | 190 |
Avg Bars in Losers | 86 | 74 | 100 | 86 | 74 | 100 |
Bars Traded | 10709 | 5192 | 5517 | 10709 | 5192 | 5517 |
Profit Streak | 0 | 0 | 93.4464 | 0 | 0 | 93.4464 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50654 | 604467 | -253616 | -56962 | 416131 | -14371 |
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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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