Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 962364.0904 | 1000753.4431 | -38389.3528 | 298678.2284 | 654615.4571 | -355937.2287 |
Total P&L (%) | 962.3641 | 1000.7534 | -38.3894 | 298.6782 | 654.6155 | -355.9372 |
Avg Daily Profit (%) | 0.5288 | 0.5499 | -0.0211 | 0.076 | 0.1111 | 0 |
Buy And Hold Return (%) | 600.4695 | 600.4695 | 600.4695 | 600.4695 | 600.4695 | 600.4695 |
Max Trade Drawdown | -99423 | -81062 | -87924 | -371753 | -215868 | -459769 |
Profit Factor | 2.889 | 5.8074 | 0.8726 | 1.2036 | 2.1356 | 0.6002 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 46.7742 | 51.6129 | 41.9355 | 46.7742 | 51.6129 | 41.9355 |
Ratio Avg Win / Avg Loss | 3.2875 | 5.4444 | 1.2082 | 1.3697 | 2.0021 | 0.831 |
Largest Winning Trade | 527462 | 527462 | 76784 | 436204 | 436204 | 136997 |
Largest Losing Trade | -61254 | -48863 | -61254 | -158221 | -105330 | -158221 |
Avg Bars in Trades | 55 | 50 | 60 | 55 | 50 | 60 |
Avg Bars in Winners | 77 | 63 | 94 | 77 | 63 | 94 |
Avg Bars in Losers | 36 | 37 | 36 | 36 | 37 | 36 |
Bars Traded | 3467 | 1577 | 1890 | 3467 | 1577 | 1890 |
Profit Streak | 0 | 100.8782 | 0 | 0 | 100.8782 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152928 | 397191 | -582287 | -417487 | -177178 | -583954 |
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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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