Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1202275.5981 | 1198679.6026 | 3595.9955 | 849297.5717 | 1264711.7925 | -415414.2208 |
Total P&L (%) | 1202.2756 | 1198.6796 | 3.596 | 849.2976 | 1264.7118 | -415.4142 |
Avg Daily Profit (%) | 0.6636 | 0.6616 | 0.002 | 0.1243 | 0.1444 | 0 |
Buy And Hold Return (%) | 565.9459 | 565.9459 | 565.9459 | 565.9459 | 565.9459 | 565.9459 |
Max Trade Drawdown | -93177 | -94910 | -61079 | -1211023 | -1036225 | -857235 |
Profit Factor | 3.057 | 5.0079 | 1.0126 | 1.1435 | 1.4159 | 0.8557 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 43.8356 | 38.8889 | 48.6486 | 43.8356 | 38.8889 | 48.6486 |
Ratio Avg Win / Avg Loss | 3.9167 | 7.8696 | 1.0689 | 1.4651 | 2.2251 | 0.9032 |
Largest Winning Trade | 621464 | 621464 | 61616 | 1162789 | 1162789 | 515985 |
Largest Losing Trade | -57929 | -36762 | -57929 | -655836 | -647055 | -655836 |
Avg Bars in Trades | 94 | 132 | 58 | 94 | 132 | 58 |
Avg Bars in Winners | 124 | 199 | 65 | 124 | 199 | 65 |
Avg Bars in Losers | 71 | 88 | 51 | 71 | 88 | 51 |
Bars Traded | 6921 | 4753 | 2168 | 6921 | 4753 | 2168 |
Profit Streak | 0 | 79.4514 | 0 | 0 | 79.4514 | 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 | -66894 | 356996 | -563125 | -178257 | -7098 | -581298 |
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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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