Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1375178.1185 | 1415369.1273 | -40191.0087 | 420365.3595 | 1610642.6088 | -1190277.2492 |
Total P&L (%) | 1375.1781 | 1415.3691 | -40.191 | 420.3654 | 1610.6426 | -1190.2772 |
Avg Daily Profit (%) | 0.7577 | 0.7798 | -0.0221 | 0.0909 | 0.1566 | 0 |
Buy And Hold Return (%) | 664.358 | 664.358 | 664.358 | 664.358 | 664.358 | 664.358 |
Max Trade Drawdown | -134354 | -101976 | -112279 | -1466572 | -794641 | -1277801 |
Profit Factor | 3.2074 | 5.3754 | 0.8658 | 1.0908 | 1.7668 | 0.5294 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 40.8451 | 40 | 41.6667 | 40.8451 | 40 | 41.6667 |
Ratio Avg Win / Avg Loss | 4.6453 | 8.0631 | 1.2121 | 1.5798 | 2.6502 | 0.7411 |
Largest Winning Trade | 840113 | 840113 | 68190 | 1382641 | 1382641 | 305179 |
Largest Losing Trade | -55124 | -55124 | -45013 | -670986 | -342831 | -670986 |
Avg Bars in Trades | 97 | 111 | 84 | 97 | 111 | 84 |
Avg Bars in Winners | 140 | 160 | 122 | 140 | 160 | 122 |
Avg Bars in Losers | 67 | 78 | 57 | 67 | 78 | 57 |
Bars Traded | 6922 | 3888 | 3034 | 6922 | 3888 | 3034 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -82325 | 401248 | -582354 | -451734 | 110100 | -584020 |
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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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