Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1233328.3772 | 1144137.3874 | 89190.9898 | 2232016.7798 | 1881778.9952 | 350237.7846 |
Total P&L (%) | 1233.3284 | 1144.1374 | 89.191 | 2232.0168 | 1881.779 | 350.2378 |
Avg Daily Profit (%) | 0.6566 | 0.6091 | 0.0475 | 0.1678 | 0.1591 | 0.0801 |
Buy And Hold Return (%) | 239.1036 | 239.1036 | 239.1036 | 239.1036 | 239.1036 | 239.1036 |
Max Trade Drawdown | -60675 | -91706 | -57345 | -1957737 | -2030321 | -1488286 |
Profit Factor | 4.4738 | 6.7522 | 1.5712 | 1.3296 | 1.518 | 1.1116 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 49.2537 | 48.4848 | 50 | 49.2537 | 48.4848 | 50 |
Ratio Avg Win / Avg Loss | 4.6094 | 7.1743 | 1.5712 | 1.3699 | 1.6128 | 1.1116 |
Largest Winning Trade | 928780 | 928780 | 41226 | 1952815 | 1952815 | 567096 |
Largest Losing Trade | -48754 | -47424 | -48754 | -1401627 | -1012081 | -1401627 |
Avg Bars in Trades | 77 | 117 | 39 | 77 | 117 | 39 |
Avg Bars in Winners | 108 | 175 | 45 | 108 | 175 | 45 |
Avg Bars in Losers | 47 | 62 | 32 | 47 | 62 | 32 |
Bars Traded | 5207 | 3870 | 1337 | 5207 | 3870 | 1337 |
Profit Streak | 0 | 227.2296 | 0 | 0 | 227.2296 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -103168 | 666553 | -292436 | -113262 | 366922 | -204915 |
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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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