Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1413153.6947 | 1259234.486 | 153919.2087 | 17581598.1398 | 1231407.0609 | 16350191.0789 |
Total P&L (%) | 1413.1537 | 1259.2345 | 153.9192 | 17581.5981 | 1231.4071 | 16350.1911 |
Avg Daily Profit (%) | 0.5653 | 0.5037 | 0.0616 | 0.2072 | 0.1036 | 0.2043 |
Buy And Hold Return (%) | 471.7127 | 471.7127 | 471.7127 | 471.7127 | 471.7127 | 471.7127 |
Max Trade Drawdown | -84666 | -48382 | -52023 | -15098095 | -9353434 | -6774634 |
Profit Factor | 4.371 | 7.3588 | 1.6959 | 1.3731 | 1.0419 | 1.9228 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 45.3125 | 46.875 | 43.75 | 45.3125 | 46.875 | 43.75 |
Ratio Avg Win / Avg Loss | 5.2753 | 8.34 | 2.1804 | 1.6572 | 1.1808 | 2.4721 |
Largest Winning Trade | 738427 | 738427 | 55536 | 10728238 | 10728238 | 7824366 |
Largest Losing Trade | -29474 | -29474 | -27495 | -7322682 | -7322682 | -3492799 |
Avg Bars in Trades | 76 | 68 | 83 | 76 | 68 | 83 |
Avg Bars in Winners | 118 | 106 | 131 | 118 | 106 | 131 |
Avg Bars in Losers | 41 | 35 | 47 | 41 | 35 | 47 |
Bars Traded | 4882 | 2201 | 2681 | 4882 | 2201 | 2681 |
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 | -130222 | 522330 | -275742 | -135859 | -233419 | 333466 |
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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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