Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 758786.6906 | 688054.0155 | 70732.6751 | 1136654.5415 | 1688802.1972 | -552147.6557 |
Total P&L (%) | 758.7867 | 688.054 | 70.7327 | 1136.6545 | 1688.8022 | -552.1477 |
Avg Daily Profit (%) | 0.4199 | 0.3808 | 0.0391 | 0.1393 | 0.1597 | 0 |
Buy And Hold Return (%) | 189.5283 | 189.5283 | 189.5283 | 189.5283 | 189.5283 | 189.5283 |
Max Trade Drawdown | -131107 | -79121 | -97023 | -2040614 | -1883487 | -969487 |
Profit Factor | 2.6009 | 3.8531 | 1.3038 | 1.1953 | 1.536 | 0.7933 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Profitability (%) | 53.3333 | 43.3333 | 63.3333 | 53.3333 | 43.3333 | 63.3333 |
Ratio Avg Win / Avg Loss | 2.2758 | 5.0386 | 0.7549 | 1.0458 | 2.0087 | 0.4593 |
Largest Winning Trade | 253841 | 253841 | 71188 | 1610051 | 1610051 | 440811 |
Largest Losing Trade | -51174 | -39007 | -51174 | -1160269 | -1160269 | -707953 |
Avg Bars in Trades | 57 | 63 | 50 | 57 | 63 | 50 |
Avg Bars in Winners | 74 | 95 | 60 | 74 | 95 | 60 |
Avg Bars in Losers | 37 | 39 | 33 | 37 | 39 | 33 |
Bars Traded | 3428 | 1915 | 1513 | 3428 | 1915 | 1513 |
Profit Streak | 0 | 119.9628 | 0 | 0 | 119.9628 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160409 | 442947 | -306270 | -186171 | 311372 | -579097 |
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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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