Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1008458.1009 | 1019845.4137 | -11387.3128 | 631991.4298 | 907350.4493 | -275359.0195 |
Total P&L (%) | 1008.4581 | 1019.8454 | -11.3873 | 631.9914 | 907.3504 | -275.359 |
Avg Daily Profit (%) | 0.5553 | 0.5616 | -0.0063 | 0.1097 | 0.1273 | 0 |
Buy And Hold Return (%) | 623.3456 | 623.3456 | 623.3456 | 623.3456 | 623.3456 | 623.3456 |
Max Trade Drawdown | -136436 | -84388 | -138274 | -768142 | -638976 | -499999 |
Profit Factor | 2.6639 | 4.5016 | 0.9638 | 1.2426 | 1.6904 | 0.7867 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Profitability (%) | 42.2535 | 48.5714 | 36.1111 | 42.2535 | 48.5714 | 36.1111 |
Ratio Avg Win / Avg Loss | 3.6407 | 4.7664 | 1.7052 | 1.6982 | 1.7898 | 1.3919 |
Largest Winning Trade | 529804 | 529804 | 78009 | 623199 | 623199 | 199252 |
Largest Losing Trade | -58465 | -41595 | -58465 | -231293 | -231293 | -227420 |
Avg Bars in Trades | 148 | 136 | 159 | 148 | 136 | 159 |
Avg Bars in Winners | 239 | 197 | 295 | 239 | 197 | 295 |
Avg Bars in Losers | 81 | 78 | 82 | 81 | 78 | 82 |
Bars Traded | 10512 | 4776 | 5736 | 10512 | 4776 | 5736 |
Profit Streak | 0 | 106.8654 | 0 | 0 | 106.8654 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87570 | 332607 | -583403 | -301064 | -43516 | -584514 |
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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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