Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 574548.0606 | 503200.8337 | 71347.227 | 2044910.6374 | 872180.9648 | 1172729.6726 |
Total P&L (%) | 574.5481 | 503.2008 | 71.3472 | 2044.9106 | 872.181 | 1172.7297 |
Avg Daily Profit (%) | 0.3551 | 0.311 | 0.0441 | 0.1897 | 0.1407 | 0.1573 |
Buy And Hold Return (%) | 25.0436 | 25.0436 | 25.0436 | 25.0436 | 25.0436 | 25.0436 |
Max Trade Drawdown | -92831 | -64021 | -80131 | -2702868 | -1649140 | -1555465 |
Profit Factor | 2.5394 | 4.1819 | 1.3317 | 1.3031 | 1.292 | 1.312 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 36.8421 | 37.931 | 35.7143 | 36.8421 | 37.931 | 35.7143 |
Ratio Avg Win / Avg Loss | 4.3532 | 6.8432 | 2.3971 | 2.2339 | 2.1142 | 2.3616 |
Largest Winning Trade | 143632 | 143632 | 67839 | 1320861 | 1063722 | 1320861 |
Largest Losing Trade | -34189 | -21828 | -34189 | -1222574 | -540495 | -1222574 |
Avg Bars in Trades | 331 | 302 | 362 | 331 | 302 | 362 |
Avg Bars in Winners | 663 | 609 | 722 | 663 | 609 | 722 |
Avg Bars in Losers | 137 | 113 | 161 | 137 | 113 | 161 |
Bars Traded | 18898 | 8759 | 10139 | 18898 | 8759 | 10139 |
Profit Streak | 0 | 0 | 590.7292 | 0 | 0 | 590.7292 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170690 | 411585 | -161895 | -175731 | -8437 | -17086 |
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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) |
---|