Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1040641.4174 | 1045921.5033 | -5280.0859 | 878352.0501 | 1183633.6831 | -305281.633 |
Total P&L (%) | 1040.6414 | 1045.9215 | -5.2801 | 878.3521 | 1183.6337 | -305.2816 |
Avg Daily Profit (%) | 0.5723 | 0.5752 | -0.0029 | 0.1255 | 0.1405 | 0 |
Buy And Hold Return (%) | 626.5122 | 626.5122 | 626.5122 | 626.5122 | 626.5122 | 626.5122 |
Max Trade Drawdown | -124708 | -63668 | -138249 | -856421 | -626336 | -589035 |
Profit Factor | 2.8017 | 5.334 | 0.9843 | 1.3057 | 1.9333 | 0.8098 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Losing Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Profitability (%) | 39.4366 | 45.7143 | 33.3333 | 39.4366 | 45.7143 | 33.3333 |
Ratio Avg Win / Avg Loss | 4.3026 | 6.3341 | 1.9686 | 2.0051 | 2.2958 | 1.6197 |
Largest Winning Trade | 625640 | 625640 | 78483 | 678916 | 678916 | 265233 |
Largest Losing Trade | -44052 | -27443 | -44052 | -397462 | -397462 | -155281 |
Avg Bars in Trades | 99 | 90 | 108 | 99 | 90 | 108 |
Avg Bars in Winners | 163 | 130 | 207 | 163 | 130 | 207 |
Avg Bars in Losers | 58 | 57 | 58 | 58 | 57 | 58 |
Bars Traded | 7072 | 3177 | 3895 | 7072 | 3177 | 3895 |
Profit Streak | 0 | 161.3132 | 0 | 0 | 161.3132 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87967 | 341330 | -584483 | -159916 | -9764 | -584483 |
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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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