Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1434376.6311 | 1432689.5243 | 1687.1068 | 784441.9441 | 615622.6451 | 168819.299 |
Total P&L (%) | 1434.3766 | 1432.6895 | 1.6871 | 784.4419 | 615.6226 | 168.8193 |
Avg Daily Profit (%) | 0.7682 | 0.7673 | 0.0009 | 0.1168 | 0.1055 | 0.053 |
Buy And Hold Return (%) | 560.6528 | 560.6528 | 560.6528 | 560.6528 | 560.6528 | 560.6528 |
Max Trade Drawdown | -100043 | -145145 | -79065 | -3061963 | -3531217 | -1196992 |
Profit Factor | 3.6056 | 5.7277 | 1.0068 | 1.0913 | 1.1132 | 1.0536 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 21 | 9 | 12 | 21 | 9 | 12 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 34.4262 | 30 | 38.7097 | 34.4262 | 30 | 38.7097 |
Ratio Avg Win / Avg Loss | 6.8678 | 13.3646 | 1.5941 | 2.0787 | 2.5974 | 1.6682 |
Largest Winning Trade | 972220 | 972220 | 55709 | 3216294 | 3216294 | 687066 |
Largest Losing Trade | -35545 | -34152 | -35545 | -800982 | -798749 | -800982 |
Avg Bars in Trades | 119 | 104 | 133 | 119 | 104 | 133 |
Avg Bars in Winners | 210 | 205 | 214 | 210 | 205 | 214 |
Avg Bars in Losers | 71 | 61 | 82 | 71 | 61 | 82 |
Bars Traded | 7288 | 3148 | 4140 | 7288 | 3148 | 4140 |
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 | -156171 | 355796 | -573725 | -369558 | -289830 | -452867 |
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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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