Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 636489.3995 | 537554.5106 | 98934.8889 | 9364750.3776 | 6639840.8103 | 2724909.5673 |
Total P&L (%) | 636.4894 | 537.5545 | 98.9349 | 9364.7504 | 6639.8408 | 2724.9096 |
Avg Daily Profit (%) | 0.2546 | 0.215 | 0.0396 | 0.1822 | 0.1686 | 0.1337 |
Buy And Hold Return (%) | 1540.0194 | 1540.0194 | 1540.0194 | 1540.0194 | 1540.0194 | 1540.0194 |
Max Trade Drawdown | -66296 | -62946 | -8154 | -2825411 | -2654744 | -170667 |
Profit Factor | 4.0769 | 4.0239 | 4.4007 | 3.049 | 2.6048 | 7.2962 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 20 | 9 | 11 | 20 | 9 | 11 |
Profitability (%) | 66.1017 | 68.9655 | 63.3333 | 66.1017 | 68.9655 | 63.3333 |
Ratio Avg Win / Avg Loss | 2.0907 | 1.8108 | 2.5478 | 1.5636 | 1.1722 | 4.2241 |
Largest Winning Trade | 112867 | 112867 | 23068 | 5295042 | 5295042 | 2303751 |
Largest Losing Trade | -41235 | -41235 | -8154 | -2654744 | -2654744 | -170667 |
Avg Bars in Trades | 158 | 318 | 3 | 158 | 318 | 3 |
Avg Bars in Winners | 116 | 224 | 3 | 116 | 224 | 3 |
Avg Bars in Losers | 238 | 528 | 2 | 238 | 528 | 2 |
Bars Traded | 9325 | 9234 | 91 | 9325 | 9234 | 91 |
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 | -327567 | -148128 | -296499 | -164315 | 435008 | -12002 |
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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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