Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1778040.7214 | 1646302.4095 | 131738.3119 | 8708036.7631 | -2149827.0198 | 10857863.7829 |
Total P&L (%) | 1778.0407 | 1646.3024 | 131.7383 | 8708.0368 | -2149.827 | 10857.8638 |
Avg Daily Profit (%) | 0.9875 | 0.9144 | 0.0732 | 0.249 | 0 | 0.2612 |
Buy And Hold Return (%) | 268.8969 | 268.8969 | 268.8969 | 268.8969 | 268.8969 | 268.8969 |
Max Trade Drawdown | -73495 | -99230 | -35453 | -8523447 | -12614596 | -4676882 |
Profit Factor | 4.8348 | 7.4964 | 1.6266 | 1.2084 | 0.9141 | 1.6481 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 22 | 9 | 13 | 22 | 9 | 13 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 36.0656 | 29.0323 | 43.3333 | 36.0656 | 29.0323 | 43.3333 |
Ratio Avg Win / Avg Loss | 8.5708 | 18.3244 | 2.1271 | 2.1422 | 2.2344 | 2.1552 |
Largest Winning Trade | 1138111 | 1138111 | 71474 | 6550170 | 6550170 | 5264047 |
Largest Losing Trade | -36215 | -25822 | -36215 | -3572782 | -3572782 | -2686062 |
Avg Bars in Trades | 57 | 46 | 68 | 57 | 46 | 68 |
Avg Bars in Winners | 104 | 87 | 116 | 104 | 87 | 116 |
Avg Bars in Losers | 30 | 29 | 31 | 30 | 29 | 31 |
Bars Traded | 3485 | 1434 | 2051 | 3485 | 1434 | 2051 |
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 | -150952 | 328518 | -260587 | -162604 | -590083 | 325502 |
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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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