Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1120025.7726 | 1156618.9227 | -36593.1502 | 343782.5027 | 781715.5715 | -437933.0689 |
Total P&L (%) | 1120.0258 | 1156.6189 | -36.5932 | 343.7825 | 781.7156 | -437.9331 |
Avg Daily Profit (%) | 0.6181 | 0.6383 | -0.0202 | 0.0823 | 0.1202 | 0 |
Buy And Hold Return (%) | 510.4362 | 510.4362 | 510.4362 | 510.4362 | 510.4362 | 510.4362 |
Max Trade Drawdown | -185380 | -102221 | -129315 | -1115671 | -785091 | -548899 |
Profit Factor | 2.8913 | 5.1588 | 0.8835 | 1.137 | 1.5973 | 0.6352 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 41.3793 | 41.3793 | 41.3793 | 41.3793 | 41.3793 | 41.3793 |
Ratio Avg Win / Avg Loss | 4.096 | 7.3083 | 1.2516 | 1.6108 | 2.2629 | 0.8998 |
Largest Winning Trade | 686138 | 686138 | 76932 | 837369 | 837369 | 207339 |
Largest Losing Trade | -47527 | -36189 | -47527 | -353039 | -353039 | -244544 |
Avg Bars in Trades | 58 | 57 | 60 | 58 | 57 | 60 |
Avg Bars in Winners | 92 | 94 | 91 | 92 | 94 | 91 |
Avg Bars in Losers | 34 | 30 | 38 | 34 | 30 | 38 |
Bars Traded | 3408 | 1654 | 1754 | 3408 | 1654 | 1754 |
Profit Streak | 141.328 | 154.828 | 141.328 | 141.328 | 154.828 | 141.328 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170353 | 422913 | -581947 | -499477 | -41956 | -583614 |
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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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