Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1957802.0031 | 1918794.461 | 39007.5421 | 1106150.7733 | 606969.7844 | 499180.9889 |
Total P&L (%) | 1957.802 | 1918.7945 | 39.0075 | 1106.1508 | 606.9698 | 499.181 |
Avg Daily Profit (%) | 1.0385 | 1.0178 | 0.0207 | 0.1322 | 0.1038 | 0.095 |
Buy And Hold Return (%) | 338.2609 | 338.2609 | 338.2609 | 338.2609 | 338.2609 | 338.2609 |
Max Trade Drawdown | -111662 | -113459 | -96240 | -2064546 | -3053592 | -1375290 |
Profit Factor | 3.9525 | 5.9771 | 1.1405 | 1.1104 | 1.0979 | 1.1309 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 36.0656 | 32.2581 | 40 | 36.0656 | 32.2581 | 40 |
Ratio Avg Win / Avg Loss | 7.0066 | 12.5518 | 1.7108 | 1.9685 | 2.3055 | 1.6963 |
Largest Winning Trade | 1369861 | 1369861 | 56284 | 2216996 | 2216996 | 750522 |
Largest Losing Trade | -65067 | -35589 | -65067 | -1129378 | -990344 | -1129378 |
Avg Bars in Trades | 178 | 192 | 164 | 178 | 192 | 164 |
Avg Bars in Winners | 258 | 261 | 256 | 258 | 261 | 256 |
Avg Bars in Losers | 133 | 159 | 103 | 133 | 159 | 103 |
Bars Traded | 10903 | 5967 | 4936 | 10903 | 5967 | 4936 |
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 | -152104 | 505509 | -399768 | -288656 | -180948 | -163259 |
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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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