Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1541500.4783 | 1423996.6941 | 117503.7843 | 452243.324 | -1045298.9067 | 1497542.2307 |
Total P&L (%) | 1541.5005 | 1423.9967 | 117.5038 | 452.2433 | -1045.2989 | 1497.5422 |
Avg Daily Profit (%) | 0.652 | 0.6023 | 0.0497 | 0.0723 | 0 | 0.1173 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123062 | -117882 | -111846 | -1653421 | -2362328 | -591175 |
Profit Factor | 3.5087 | 5.4059 | 1.4034 | 1.0854 | 0.703 | 1.8441 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 43.8356 | 35.1351 | 52.7778 | 43.8356 | 35.1351 | 52.7778 |
Ratio Avg Win / Avg Loss | 4.4955 | 9.9801 | 1.2557 | 1.3907 | 1.2979 | 1.65 |
Largest Winning Trade | 1427783 | 1427783 | 63060 | 717411 | 717411 | 601934 |
Largest Losing Trade | -55665 | -31712 | -55665 | -635193 | -635193 | -445123 |
Avg Bars in Trades | 190 | 160 | 220 | 190 | 160 | 220 |
Avg Bars in Winners | 290 | 264 | 307 | 290 | 264 | 307 |
Avg Bars in Losers | 112 | 104 | 124 | 112 | 104 | 124 |
Bars Traded | 13899 | 5947 | 7951 | 13899 | 5947 | 7951 |
Profit Streak | 0 | 0 | 85.5929 | 0 | 0 | 85.5929 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60072 | 496574 | -124904 | -301635 | -584886 | -31602 |
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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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