Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1402060.7536 | 1364491.141 | 37569.6126 | 1947343.0706 | 1196445.3771 | 750897.6936 |
Total P&L (%) | 1402.0608 | 1364.4911 | 37.5696 | 1947.3431 | 1196.4454 | 750.8977 |
Avg Daily Profit (%) | 0.7495 | 0.7294 | 0.0201 | 0.1615 | 0.1371 | 0.1145 |
Buy And Hold Return (%) | 449.2801 | 449.2801 | 449.2801 | 449.2801 | 449.2801 | 449.2801 |
Max Trade Drawdown | -101251 | -72787 | -76189 | -5191540 | -3023261 | -3353848 |
Profit Factor | 3.951 | 6.8313 | 1.1558 | 1.1533 | 1.1816 | 1.1228 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 22 | 9 | 13 | 22 | 9 | 13 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 37.2881 | 30 | 44.8276 | 37.2881 | 30 | 44.8276 |
Ratio Avg Win / Avg Loss | 6.6449 | 15.9398 | 1.4225 | 1.9396 | 2.757 | 1.3819 |
Largest Winning Trade | 862919 | 862919 | 55660 | 3486251 | 3486251 | 2070279 |
Largest Losing Trade | -36455 | -31077 | -36455 | -1647520 | -957933 | -1647520 |
Avg Bars in Trades | 90 | 71 | 109 | 90 | 71 | 109 |
Avg Bars in Winners | 184 | 158 | 202 | 184 | 158 | 202 |
Avg Bars in Losers | 34 | 33 | 34 | 34 | 33 | 34 |
Bars Traded | 5324 | 2137 | 3187 | 5324 | 2137 | 3187 |
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 | -167964 | 366749 | -383001 | -229740 | -40582 | -136271 |
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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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