Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1535776.2559 | 1581798.7619 | -46022.506 | -23422.1021 | 1117333.7425 | -1140755.8446 |
Total P&L (%) | 1535.7763 | 1581.7988 | -46.0225 | -23.4221 | 1117.3337 | -1140.7558 |
Avg Daily Profit (%) | 0.6644 | 0.6843 | -0.0199 | -0.0115 | 0.1082 | 0 |
Buy And Hold Return (%) | 14.0863 | 14.0863 | 14.0863 | 14.0863 | 14.0863 | 14.0863 |
Max Trade Drawdown | -196062 | -130258 | -124821 | -1620352 | -399157 | -1246663 |
Profit Factor | 3.1786 | 6.0892 | 0.8832 | 0.9898 | 2.8838 | 0.3309 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 43.8596 | 34.4828 | 53.5714 | 43.8596 | 34.4828 | 53.5714 |
Ratio Avg Win / Avg Loss | 4.0687 | 11.5695 | 0.7655 | 1.267 | 5.4792 | 0.2868 |
Largest Winning Trade | 1388348 | 1388348 | 84490 | 976639 | 976639 | 199135 |
Largest Losing Trade | -75004 | -47270 | -75004 | -1246663 | -179756 | -1246663 |
Avg Bars in Trades | 74 | 62 | 88 | 74 | 62 | 88 |
Avg Bars in Winners | 115 | 117 | 113 | 115 | 117 | 113 |
Avg Bars in Losers | 43 | 33 | 58 | 43 | 33 | 58 |
Bars Traded | 4270 | 1804 | 2466 | 4270 | 1804 | 2466 |
Profit Streak | 27.952 | 27.952 | 50.952 | 27.952 | 27.952 | 50.952 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162795 | 545634 | -600806 | -759988 | -48191 | -600806 |
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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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