Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1408668.9269 | 1298421.9707 | 110246.9562 | -12446.4666 | -70160.5159 | 57714.0494 |
Total P&L (%) | 1408.6689 | 1298.422 | 110.247 | -12.4465 | -70.1605 | 57.714 |
Avg Daily Profit (%) | 0.5951 | 0.5486 | 0.0466 | -0.0056 | -0.0511 | 0.0193 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222505 | -79838 | -176575 | -141496 | -67160 | -85221 |
Profit Factor | 3.3779 | 5.8827 | 1.3377 | 0.9655 | 0.605 | 1.3155 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 37 | 23 | 14 | 37 | 23 | 14 |
Profitability (%) | 49.3151 | 37.8378 | 61.1111 | 49.3151 | 37.8378 | 61.1111 |
Ratio Avg Win / Avg Loss | 3.4717 | 9.6644 | 0.8513 | 0.9923 | 0.994 | 0.8371 |
Largest Winning Trade | 1259515 | 1259515 | 64083 | 56987 | 23820 | 56987 |
Largest Losing Trade | -96800 | -30459 | -96800 | -58963 | -39994 | -58963 |
Avg Bars in Trades | 62 | 47 | 78 | 62 | 47 | 78 |
Avg Bars in Winners | 94 | 76 | 106 | 94 | 76 | 106 |
Avg Bars in Losers | 32 | 30 | 34 | 32 | 30 | 34 |
Bars Traded | 4586 | 1761 | 2825 | 4586 | 1761 | 2825 |
Profit Streak | 0 | 0 | 86.0053 | 0 | 0 | 86.0053 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58669 | 530452 | -129254 | -657321 | -585502 | -166645 |
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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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