Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1528635.5335 | 1416418.3481 | 112217.1854 | 3801258.4296 | -761769.8021 | 4563028.2317 |
Total P&L (%) | 1528.6355 | 1416.4183 | 112.2172 | 3801.2584 | -761.7698 | 4563.0282 |
Avg Daily Profit (%) | 0.8476 | 0.7854 | 0.0622 | 0.2034 | 0 | 0.2133 |
Buy And Hold Return (%) | 167.6554 | 167.6554 | 167.6554 | 167.6554 | 167.6554 | 167.6554 |
Max Trade Drawdown | -87491 | -85411 | -85553 | -4208541 | -4331102 | -1589822 |
Profit Factor | 4.2517 | 7.1878 | 1.4653 | 1.2664 | 0.9174 | 1.9046 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 41.6667 | 33.3333 | 50 | 41.6667 | 33.3333 | 50 |
Ratio Avg Win / Avg Loss | 5.9524 | 14.3755 | 1.4653 | 1.7729 | 1.8349 | 1.9046 |
Largest Winning Trade | 1072023 | 1072023 | 67165 | 2401311 | 2401311 | 1499669 |
Largest Losing Trade | -72142 | -29252 | -72142 | -1111236 | -1015778 | -1111236 |
Avg Bars in Trades | 115 | 97 | 133 | 115 | 97 | 133 |
Avg Bars in Winners | 192 | 189 | 194 | 192 | 189 | 194 |
Avg Bars in Losers | 60 | 51 | 72 | 60 | 51 | 72 |
Bars Traded | 6916 | 2920 | 3995 | 6916 | 2920 | 3995 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156564 | 541448 | -274575 | -167962 | -584529 | 421911 |
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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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