Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1147650.317 | 1060025.3505 | 87624.9665 | 6630298.5912 | 6238605.4738 | 391693.1174 |
Total P&L (%) | 1147.6503 | 1060.0254 | 87.625 | 6630.2986 | 6238.6055 | 391.6931 |
Avg Daily Profit (%) | 0.6323 | 0.584 | 0.0483 | 0.2322 | 0.2289 | 0.0878 |
Buy And Hold Return (%) | 733.2375 | 733.2375 | 733.2375 | 733.2375 | 733.2375 | 733.2375 |
Max Trade Drawdown | -70317 | -52432 | -35177 | -8092417 | -6174863 | -3653338 |
Profit Factor | 3.5896 | 5.6323 | 1.4088 | 1.2312 | 1.4334 | 1.0274 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 50 | 48.3333 | 51.6667 | 50 | 48.3333 | 51.6667 |
Ratio Avg Win / Avg Loss | 3.5896 | 6.0207 | 1.3179 | 1.2312 | 1.5323 | 0.9611 |
Largest Winning Trade | 508573 | 508573 | 78859 | 7148042 | 7148042 | 2891834 |
Largest Losing Trade | -25341 | -25341 | -24620 | -1874395 | -1614124 | -1874395 |
Avg Bars in Trades | 58 | 49 | 66 | 58 | 49 | 66 |
Avg Bars in Winners | 87 | 68 | 105 | 87 | 68 | 105 |
Avg Bars in Losers | 29 | 32 | 25 | 29 | 32 | 25 |
Bars Traded | 6993 | 2994 | 3999 | 6993 | 2994 | 3999 |
Profit Streak | 8.9442 | 0 | 18.9442 | 8.9442 | 0 | 18.9442 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348937 | -177372 | -461868 | 322675 | -159533 | -601964 |
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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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