Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 944310.0268 | 841690.0807 | 102619.9462 | 6990374.3346 | 5443632.0342 | 1546742.3004 |
Total P&L (%) | 944.31 | 841.6901 | 102.6199 | 6990.3743 | 5443.632 | 1546.7423 |
Avg Daily Profit (%) | 0.5186 | 0.4622 | 0.0564 | 0.2343 | 0.2207 | 0.154 |
Buy And Hold Return (%) | 683.4702 | 683.4702 | 683.4702 | 683.4702 | 683.4702 | 683.4702 |
Max Trade Drawdown | -73863 | -69049 | -68896 | -4570563 | -2598020 | -3322701 |
Profit Factor | 2.9208 | 4.8714 | 1.3743 | 1.4063 | 1.75 | 1.1555 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 48.4375 | 53.125 | 43.75 | 48.4375 | 53.125 | 43.75 |
Ratio Avg Win / Avg Loss | 3.1093 | 4.2983 | 1.7669 | 1.497 | 1.5441 | 1.4856 |
Largest Winning Trade | 261991 | 261991 | 70376 | 3316139 | 2634112 | 3316139 |
Largest Losing Trade | -51543 | -34249 | -51543 | -2773468 | -1486318 | -2773468 |
Avg Bars in Trades | 81 | 72 | 90 | 81 | 72 | 90 |
Avg Bars in Winners | 111 | 89 | 136 | 111 | 89 | 136 |
Avg Bars in Losers | 53 | 51 | 55 | 53 | 51 | 55 |
Bars Traded | 5215 | 2308 | 2907 | 5215 | 2308 | 2907 |
Profit Streak | 0 | 160.2105 | 0 | 0 | 160.2105 | 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 | -174814 | -74439 | -284259 | -135043 | 463347 | -49459 |
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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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