Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1180009.488 | 952115.452 | 227894.036 | 7214165.9629 | 2851145.7171 | 4363020.2458 |
Total P&L (%) | 1180.0095 | 952.1155 | 227.894 | 7214.166 | 2851.1457 | 4363.0202 |
Avg Daily Profit (%) | 0.6264 | 0.5055 | 0.121 | 0.2281 | 0.1799 | 0.2019 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121033 | -61145 | -94430 | -4228340 | -4228340 | -981005 |
Profit Factor | 3.5972 | 4.2451 | 2.4161 | 1.644 | 1.311 | 3.1454 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 58.6207 | 51.7241 | 65.5172 | 58.6207 | 51.7241 | 65.5172 |
Ratio Avg Win / Avg Loss | 2.5392 | 3.9621 | 1.2716 | 1.1605 | 1.2236 | 1.6555 |
Largest Winning Trade | 569906 | 569906 | 51484 | 5920770 | 5920770 | 2751853 |
Largest Losing Trade | -48821 | -37678 | -48821 | -4228340 | -4228340 | -621641 |
Avg Bars in Trades | 91 | 115 | 67 | 91 | 115 | 67 |
Avg Bars in Winners | 103 | 135 | 78 | 103 | 135 | 78 |
Avg Bars in Losers | 75 | 95 | 47 | 75 | 95 | 47 |
Bars Traded | 5321 | 3360 | 1961 | 5321 | 3360 | 1961 |
Profit Streak | 0 | 0 | 119.8467 | 0 | 0 | 119.8467 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159933 | 650097 | -25481 | -168101 | 294659 | 597075 |
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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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