Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1173889.0957 | 1072127.8608 | 101761.2349 | 6794581.586 | 6565022.2779 | 229559.3081 |
Total P&L (%) | 1173.8891 | 1072.1279 | 101.7612 | 6794.5816 | 6565.0223 | 229.5593 |
Avg Daily Profit (%) | 0.5367 | 0.4902 | 0.0465 | 0.1937 | 0.1922 | 0.0545 |
Buy And Hold Return (%) | 609.8957 | 609.8957 | 609.8957 | 609.8957 | 609.8957 | 609.8957 |
Max Trade Drawdown | -91850 | -60172 | -72521 | -1627241 | -1068312 | -1215455 |
Profit Factor | 3.7425 | 5.5308 | 1.5317 | 2.1412 | 2.9168 | 1.0908 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 47.1429 | 42.8571 | 51.4286 | 47.1429 | 42.8571 | 51.4286 |
Ratio Avg Win / Avg Loss | 4.1962 | 7.3744 | 1.4466 | 2.4008 | 3.8891 | 1.0302 |
Largest Winning Trade | 593484 | 593484 | 64661 | 3957174 | 3957174 | 646699 |
Largest Losing Trade | -39937 | -35921 | -39937 | -1068312 | -1068312 | -656527 |
Avg Bars in Trades | 183 | 164 | 202 | 183 | 164 | 202 |
Avg Bars in Winners | 285 | 283 | 287 | 285 | 283 | 287 |
Avg Bars in Losers | 91 | 74 | 112 | 91 | 74 | 112 |
Bars Traded | 12830 | 5746 | 7084 | 12830 | 5746 | 7084 |
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 | -89491 | 266813 | -294878 | -87831 | 387104 | -406358 |
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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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