Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1302398.4865 | 1327321.7224 | -24923.2359 | 375762.2945 | 466965.4331 | -91203.1386 |
Total P&L (%) | 1302.3985 | 1327.3217 | -24.9232 | 375.7623 | 466.9654 | -91.2031 |
Avg Daily Profit (%) | 0.7173 | 0.731 | -0.0137 | 0.0859 | 0.0956 | -0.1338 |
Buy And Hold Return (%) | 553.641 | 553.641 | 553.641 | 553.641 | 553.641 | 553.641 |
Max Trade Drawdown | -164494 | -151799 | -30645 | -2128497 | -2085124 | -114979 |
Profit Factor | 3.9753 | 4.3317 | 0.3667 | 1.09 | 1.1178 | 0.5682 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Losing Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Profitability (%) | 28 | 32.4324 | 23.6842 | 28 | 32.4324 | 23.6842 |
Ratio Avg Win / Avg Loss | 10.2221 | 9.0244 | 1.1816 | 2.8028 | 2.3287 | 1.8308 |
Largest Winning Trade | 970605 | 970605 | 6663 | 1540316 | 1540316 | 53102 |
Largest Losing Trade | -77001 | -77001 | -8909 | -1395646 | -1395646 | -68907 |
Avg Bars in Trades | 276 | 558 | 1 | 276 | 558 | 1 |
Avg Bars in Winners | 528 | 924 | 1 | 528 | 924 | 1 |
Avg Bars in Losers | 178 | 383 | 1 | 178 | 383 | 1 |
Bars Traded | 20719 | 20681 | 38 | 20719 | 20681 | 38 |
Profit Streak | 91.2513 | 91.3347 | 91.2513 | 91.2513 | 91.3347 | 91.2513 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61947 | 337485 | -613875 | -441356 | -327251 | -612764 |
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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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