Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1404329.4896 | 1425071.567 | -20742.0774 | 450252.5489 | 2938902.4688 | -2488649.9199 |
Total P&L (%) | 1404.3295 | 1425.0716 | -20.7421 | 450.2525 | 2938.9025 | -2488.6499 |
Avg Daily Profit (%) | 0.7716 | 0.783 | -0.0114 | 0.0937 | 0.1878 | 0 |
Buy And Hold Return (%) | 860.503 | 860.503 | 860.503 | 860.503 | 860.503 | 860.503 |
Max Trade Drawdown | -166987 | -130782 | -118823 | -4401003 | -1861995 | -3016183 |
Profit Factor | 3.1837 | 6.4963 | 0.946 | 1.0679 | 2.2202 | 0.4109 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 45 | 43.3333 | 46.6667 | 45 | 43.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.8912 | 8.4952 | 1.0811 | 1.3052 | 2.9034 | 0.4696 |
Largest Winning Trade | 877895 | 877895 | 53730 | 3901797 | 3901797 | 363292 |
Largest Losing Trade | -64146 | -30482 | -64146 | -1488360 | -566535 | -1488360 |
Avg Bars in Trades | 57 | 66 | 48 | 57 | 66 | 48 |
Avg Bars in Winners | 60 | 71 | 50 | 60 | 71 | 50 |
Avg Bars in Losers | 54 | 62 | 46 | 54 | 62 | 46 |
Bars Traded | 3451 | 1996 | 1455 | 3451 | 1996 | 1455 |
Profit Streak | 6.5189 | 206.0189 | 0 | 6.5189 | 206.0189 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165088 | 399138 | -580455 | -554213 | 292905 | -582121 |
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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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