Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1239015.8381 | 1202667.4044 | 36348.4337 | 1378781.2995 | 1510235.4647 | -131454.1652 |
Total P&L (%) | 1239.0158 | 1202.6674 | 36.3484 | 1378.7813 | 1510.2355 | -131.4542 |
Avg Daily Profit (%) | 0.6818 | 0.6618 | 0.02 | 0.1484 | 0.153 | 0 |
Buy And Hold Return (%) | 601.8141 | 601.8141 | 601.8141 | 601.8141 | 601.8141 | 601.8141 |
Max Trade Drawdown | -92579 | -72354 | -119449 | -1301384 | -1134792 | -845590 |
Profit Factor | 3.0192 | 5.5446 | 1.1042 | 1.2205 | 1.5634 | 0.9632 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 40.6977 | 37.2093 | 44.186 | 40.6977 | 37.2093 | 44.186 |
Ratio Avg Win / Avg Loss | 4.3993 | 9.3565 | 1.3947 | 1.7785 | 2.6382 | 1.2167 |
Largest Winning Trade | 730949 | 730949 | 76575 | 1127275 | 1127275 | 781032 |
Largest Losing Trade | -73563 | -29705 | -73563 | -586774 | -586774 | -521389 |
Avg Bars in Trades | 123 | 111 | 134 | 123 | 111 | 134 |
Avg Bars in Winners | 197 | 178 | 214 | 197 | 178 | 214 |
Avg Bars in Losers | 71 | 71 | 71 | 71 | 71 | 71 |
Bars Traded | 10584 | 4785 | 5799 | 10584 | 4785 | 5799 |
Profit Streak | 0 | 110.761 | 0 | 0 | 110.761 | 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 | 289378 | 321085 | -440083 | -2214 | 91186 | -581321 |
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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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