Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1839131.807 | 1707554.0885 | 131577.7185 | 10468673.2361 | 4461687.5767 | 6006985.6593 |
Total P&L (%) | 1839.1318 | 1707.5541 | 131.5777 | 10468.6732 | 4461.6876 | 6006.9857 |
Avg Daily Profit (%) | 0.8156 | 0.7573 | 0.0584 | 0.2069 | 0.1696 | 0.1825 |
Buy And Hold Return (%) | 310.8504 | 310.8504 | 310.8504 | 310.8504 | 310.8504 | 310.8504 |
Max Trade Drawdown | -103576 | -48701 | -114827 | -11109837 | -8490131 | -4680422 |
Profit Factor | 5.0743 | 9.0181 | 1.5518 | 1.3061 | 1.2396 | 1.3856 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 50.8197 | 45.1613 | 56.6667 | 50.8197 | 45.1613 | 56.6667 |
Ratio Avg Win / Avg Loss | 4.9106 | 10.9506 | 1.1867 | 1.264 | 1.5053 | 1.0596 |
Largest Winning Trade | 1186536 | 1186536 | 62112 | 6362817 | 6362817 | 4182491 |
Largest Losing Trade | -38162 | -26969 | -38162 | -4066961 | -4066961 | -3441029 |
Avg Bars in Trades | 211 | 189 | 233 | 211 | 189 | 233 |
Avg Bars in Winners | 327 | 311 | 339 | 327 | 311 | 339 |
Avg Bars in Losers | 91 | 89 | 93 | 91 | 89 | 93 |
Bars Traded | 12884 | 5888 | 6996 | 12884 | 5888 | 6996 |
Profit Streak | 0 | 0 | 158.3843 | 0 | 0 | 158.3843 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145586 | 662506 | -277374 | -157675 | 240555 | 369971 |
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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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