Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1361076.824 | 1237767.8581 | 123308.966 | 1386010.6653 | 461886.8528 | 924123.8125 |
Total P&L (%) | 1361.0768 | 1237.7679 | 123.309 | 1386.0107 | 461.8869 | 924.1238 |
Avg Daily Profit (%) | 0.7355 | 0.6688 | 0.0666 | 0.1459 | 0.0933 | 0.1258 |
Buy And Hold Return (%) | 47.8476 | 47.8476 | 47.8476 | 47.8476 | 47.8476 | 47.8476 |
Max Trade Drawdown | -74387 | -72158 | -33091 | -1233762 | -1123780 | -467222 |
Profit Factor | 4.2182 | 6.0323 | 1.6968 | 1.2392 | 1.1375 | 1.3792 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 46.087 | 41.3793 | 50.8772 | 46.087 | 41.3793 | 50.8772 |
Ratio Avg Win / Avg Loss | 4.9345 | 8.5457 | 1.6383 | 1.4496 | 1.6115 | 1.3316 |
Largest Winning Trade | 1226401 | 1226401 | 61288 | 1226401 | 1226401 | 621834 |
Largest Losing Trade | -41539 | -41539 | -24177 | -503214 | -503214 | -263512 |
Avg Bars in Trades | 45 | 34 | 56 | 45 | 34 | 56 |
Avg Bars in Winners | 75 | 54 | 92 | 75 | 54 | 92 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 5264 | 2021 | 3242 | 5264 | 2021 | 3242 |
Profit Streak | 0 | 0 | 17.213 | 0 | 0 | 17.213 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 670303 | -162834 | -283611 | 24363 | -319919 | -203479 |
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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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