Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1125452.0716 | 1106440.7124 | 19011.3592 | 594593.7071 | 45862.6192 | 548731.0879 |
Total P&L (%) | 1125.4521 | 1106.4407 | 19.0114 | 594.5937 | 45.8626 | 548.7311 |
Avg Daily Profit (%) | 0.4969 | 0.4885 | 0.0084 | 0.0856 | 0.0167 | 0.0826 |
Buy And Hold Return (%) | 361.6142 | 361.6142 | 361.6142 | 361.6142 | 361.6142 | 361.6142 |
Max Trade Drawdown | -84679 | -86241 | -109047 | -810916 | -993056 | -226134 |
Profit Factor | 3.0485 | 3.833 | 1.1197 | 1.2027 | 1.0187 | 2.1404 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 38.3333 | 36.6667 | 40 | 38.3333 | 36.6667 | 40 |
Ratio Avg Win / Avg Loss | 4.9042 | 6.6207 | 1.6795 | 1.9348 | 1.7596 | 3.2106 |
Largest Winning Trade | 746285 | 746285 | 25390 | 427907 | 427907 | 211959 |
Largest Losing Trade | -56872 | -56872 | -51632 | -643245 | -643245 | -150807 |
Avg Bars in Trades | 146 | 260 | 31 | 146 | 260 | 31 |
Avg Bars in Winners | 195 | 374 | 32 | 195 | 374 | 32 |
Avg Bars in Losers | 115 | 194 | 31 | 115 | 194 | 31 |
Bars Traded | 8761 | 7809 | 952 | 8761 | 7809 | 952 |
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 | -164926 | 329487 | -439090 | -265209 | -540429 | -92231 |
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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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