Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1070726.1825 | 1064202.2696 | 6523.9129 | 839701.5389 | 606035.2862 | 233666.2527 |
Total P&L (%) | 1070.7262 | 1064.2023 | 6.5239 | 839.7015 | 606.0353 | 233.6663 |
Avg Daily Profit (%) | 0.589 | 0.5854 | 0.0036 | 0.1233 | 0.1076 | 0.0663 |
Buy And Hold Return (%) | 606.7743 | 606.7743 | 606.7743 | 606.7743 | 606.7743 | 606.7743 |
Max Trade Drawdown | -241561 | -113595 | -198466 | -277241 | -137065 | -245611 |
Profit Factor | 2.9094 | 4.6557 | 1.0242 | 1.9717 | 2.3351 | 1.5697 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 44.6154 | 43.75 | 45.4545 | 44.6154 | 43.75 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.6117 | 5.9859 | 1.229 | 2.4477 | 3.0022 | 1.8836 |
Largest Winning Trade | 588856 | 588856 | 78261 | 265464 | 265464 | 222927 |
Largest Losing Trade | -46562 | -44409 | -46562 | -123688 | -123688 | -121295 |
Avg Bars in Trades | 157 | 190 | 126 | 157 | 190 | 126 |
Avg Bars in Winners | 246 | 300 | 196 | 246 | 300 | 196 |
Avg Bars in Losers | 86 | 105 | 67 | 86 | 105 | 67 |
Bars Traded | 10265 | 6105 | 4160 | 10265 | 6105 | 4160 |
Profit Streak | 189.935 | 189.935 | 311.1017 | 189.935 | 189.935 | 311.1017 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128500 | 318778 | -548139 | -207539 | -211788 | -267763 |
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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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