Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1926266.2733 | 1804280.5951 | 121985.6781 | 10038516.6336 | -602416.0543 | 10640932.6879 |
Total P&L (%) | 1926.2663 | 1804.2806 | 121.9857 | 10038.5166 | -602.4161 | 10640.9327 |
Avg Daily Profit (%) | 0.812 | 0.7606 | 0.0514 | 0.1949 | 0 | 0.1973 |
Buy And Hold Return (%) | 478.2719 | 478.2719 | 478.2719 | 478.2719 | 478.2719 | 478.2719 |
Max Trade Drawdown | -136505 | -135221 | -61804 | -12859211 | -13547851 | -5236499 |
Profit Factor | 5.3117 | 8.27 | 1.6143 | 1.2593 | 0.9761 | 1.7897 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 43.1034 | 37.931 | 48.2759 | 43.1034 | 37.931 | 48.2759 |
Ratio Avg Win / Avg Loss | 7.0114 | 13.5327 | 1.7296 | 1.6622 | 1.5973 | 1.9176 |
Largest Winning Trade | 1408833 | 1408833 | 61448 | 10508386 | 10508386 | 5308959 |
Largest Losing Trade | -31813 | -31813 | -30520 | -3903960 | -3903960 | -3810443 |
Avg Bars in Trades | 117 | 108 | 127 | 117 | 108 | 127 |
Avg Bars in Winners | 175 | 189 | 163 | 175 | 189 | 163 |
Avg Bars in Losers | 74 | 59 | 93 | 74 | 59 | 93 |
Bars Traded | 6843 | 3154 | 3689 | 6843 | 3154 | 3689 |
Profit Streak | 0 | 0 | 84.8861 | 0 | 0 | 84.8861 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163179 | 510625 | -287135 | -173241 | -582748 | 404706 |
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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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