Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1258762.2901 | 1217299.1776 | 41463.1124 | 2296973.013 | 2238304.1597 | 58668.8533 |
Total P&L (%) | 1258.7623 | 1217.2992 | 41.4631 | 2296.973 | 2238.3042 | 58.6689 |
Avg Daily Profit (%) | 0.6909 | 0.6681 | 0.0228 | 0.1745 | 0.1731 | 0.0253 |
Buy And Hold Return (%) | 669.9758 | 669.9758 | 669.9758 | 669.9758 | 669.9758 | 669.9758 |
Max Trade Drawdown | -131062 | -59639 | -143611 | -1118609 | -857348 | -995564 |
Profit Factor | 3.4107 | 6.2498 | 1.1428 | 1.4766 | 2.0096 | 1.0225 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 39.4366 | 40 | 38.8889 | 39.4366 | 40 | 38.8889 |
Ratio Avg Win / Avg Loss | 5.2378 | 9.3747 | 1.7959 | 2.2677 | 3.0144 | 1.6069 |
Largest Winning Trade | 750585 | 750585 | 80725 | 1112333 | 1112333 | 627733 |
Largest Losing Trade | -67942 | -28571 | -67942 | -678570 | -486616 | -678570 |
Avg Bars in Trades | 49 | 44 | 54 | 49 | 44 | 54 |
Avg Bars in Winners | 81 | 67 | 94 | 81 | 67 | 94 |
Avg Bars in Losers | 28 | 28 | 28 | 28 | 28 | 28 |
Bars Traded | 3498 | 1545 | 1953 | 3498 | 1545 | 1953 |
Profit Streak | 0 | 111.9779 | 0 | 0 | 111.9779 | 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 | -84326 | 328385 | -394859 | -88021 | 197389 | -523733 |
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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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