Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1103827.0545 | 1121957.7531 | -18130.6986 | 583126.6968 | 3387260.6936 | -2804133.9968 |
Total P&L (%) | 1103.8271 | 1121.9578 | -18.1307 | 583.1267 | 3387.2607 | -2804.134 |
Avg Daily Profit (%) | 0.6048 | 0.6148 | -0.0099 | 0.1053 | 0.1948 | 0 |
Buy And Hold Return (%) | 820.5381 | 820.5381 | 820.5381 | 820.5381 | 820.5381 | 820.5381 |
Max Trade Drawdown | -168307 | -80891 | -112829 | -2893918 | -1153701 | -3020402 |
Profit Factor | 2.962 | 5.1416 | 0.9378 | 1.0757 | 2.1014 | 0.3945 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 44.4444 | 48.3871 | 40.625 | 44.4444 | 48.3871 | 40.625 |
Ratio Avg Win / Avg Loss | 3.7025 | 5.4844 | 1.3707 | 1.3446 | 2.2415 | 0.5766 |
Largest Winning Trade | 617945 | 617945 | 66737 | 2483458 | 2483458 | 397417 |
Largest Losing Trade | -56279 | -51647 | -56279 | -1374301 | -565811 | -1374301 |
Avg Bars in Trades | 82 | 108 | 57 | 82 | 108 | 57 |
Avg Bars in Winners | 102 | 130 | 70 | 102 | 130 | 70 |
Avg Bars in Losers | 66 | 87 | 48 | 66 | 87 | 48 |
Bars Traded | 5199 | 3359 | 1840 | 5199 | 3359 | 1840 |
Profit Streak | 0 | 107.3108 | 0 | 0 | 107.3108 | 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 | -194650 | -31720 | -582789 | -508440 | 366181 | -584456 |
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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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