Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1148642.0972 | 1042620.5393 | 106021.5579 | 1055130.2581 | 1024947.7845 | 30182.4736 |
Total P&L (%) | 1148.6421 | 1042.6205 | 106.0216 | 1055.1303 | 1024.9478 | 30.1825 |
Avg Daily Profit (%) | 0.6292 | 0.5711 | 0.0581 | 0.1341 | 0.1327 | 0.0145 |
Buy And Hold Return (%) | 637.2447 | 637.2447 | 637.2447 | 637.2447 | 637.2447 | 637.2447 |
Max Trade Drawdown | -96574 | -67266 | -47275 | -734395 | -444433 | -534947 |
Profit Factor | 3.5933 | 5.1037 | 1.5614 | 1.3535 | 1.6409 | 1.0218 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 54.0984 | 53.3333 | 54.8387 | 54.0984 | 53.3333 | 54.8387 |
Ratio Avg Win / Avg Loss | 3.0489 | 4.4657 | 1.2859 | 1.1484 | 1.4358 | 0.8415 |
Largest Winning Trade | 859740 | 859740 | 75245 | 1009631 | 1009631 | 225283 |
Largest Losing Trade | -52758 | -52758 | -31216 | -423461 | -423461 | -367596 |
Avg Bars in Trades | 53 | 55 | 51 | 53 | 55 | 51 |
Avg Bars in Winners | 63 | 62 | 63 | 63 | 62 | 63 |
Avg Bars in Losers | 42 | 47 | 37 | 42 | 47 | 37 |
Bars Traded | 3258 | 1658 | 1600 | 3258 | 1658 | 1600 |
Profit Streak | 0 | 107.0962 | 0 | 0 | 107.0962 | 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 | -155204 | 385650 | -278878 | -187799 | -22050 | -536961 |
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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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