Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1284877.0805 | 1232372.6896 | 52504.3909 | 3289163.159 | 4254709.8472 | -965546.6881 |
Total P&L (%) | 1284.8771 | 1232.3727 | 52.5044 | 3289.1632 | 4254.7098 | -965.5467 |
Avg Daily Profit (%) | 0.7053 | 0.6765 | 0.0288 | 0.1936 | 0.2074 | 0 |
Buy And Hold Return (%) | 590.8486 | 590.8486 | 590.8486 | 590.8486 | 590.8486 | 590.8486 |
Max Trade Drawdown | -105777 | -73110 | -61946 | -7542025 | -5944397 | -3304400 |
Profit Factor | 3.8017 | 6.704 | 1.2165 | 1.2318 | 1.5568 | 0.8525 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 40.3226 | 41.9355 | 38.7097 | 40.3226 | 41.9355 | 38.7097 |
Ratio Avg Win / Avg Loss | 5.6265 | 9.2825 | 1.9261 | 1.8231 | 2.1555 | 1.3498 |
Largest Winning Trade | 669156 | 669156 | 75200 | 5932046 | 5932046 | 1329246 |
Largest Losing Trade | -32704 | -28130 | -32704 | -2640274 | -2640274 | -1779058 |
Avg Bars in Trades | 113 | 115 | 110 | 113 | 115 | 110 |
Avg Bars in Winners | 190 | 194 | 186 | 190 | 194 | 186 |
Avg Bars in Losers | 60 | 57 | 63 | 60 | 57 | 63 |
Bars Traded | 7010 | 3570 | 3440 | 7010 | 3570 | 3440 |
Profit Streak | 0 | 163.6814 | 0 | 0 | 163.6814 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148993 | 449956 | -323902 | -154735 | 325520 | -583541 |
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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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