Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 842851.8604 | 761533.2725 | 81318.5878 | 5338203.2562 | 6846210.8134 | -1508007.5571 |
Total P&L (%) | 842.8519 | 761.5333 | 81.3186 | 5338.2033 | 6846.2108 | -1508.0076 |
Avg Daily Profit (%) | 0.3369 | 0.3044 | 0.0325 | 0.1598 | 0.1696 | 0 |
Buy And Hold Return (%) | 839.0208 | 839.0208 | 839.0208 | 839.0208 | 839.0208 | 839.0208 |
Max Trade Drawdown | -87285 | -69055 | -76993 | -2722142 | -2093781 | -3632628 |
Profit Factor | 3.1384 | 5.2507 | 1.3782 | 1.5596 | 2.7037 | 0.7269 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 47.4576 | 44.8276 | 50 | 47.4576 | 44.8276 | 50 |
Ratio Avg Win / Avg Loss | 3.4747 | 6.4625 | 1.3782 | 1.7267 | 3.3276 | 0.7269 |
Largest Winning Trade | 336042 | 336042 | 51351 | 5733962 | 5733962 | 1098079 |
Largest Losing Trade | -47902 | -22230 | -47902 | -1445882 | -848181 | -1445882 |
Avg Bars in Trades | 79 | 81 | 77 | 79 | 81 | 77 |
Avg Bars in Winners | 98 | 107 | 91 | 98 | 107 | 91 |
Avg Bars in Losers | 61 | 59 | 63 | 61 | 59 | 63 |
Bars Traded | 4676 | 2352 | 2324 | 4676 | 2352 | 2324 |
Profit Streak | 0 | 122.6487 | 0 | 0 | 122.6487 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -329640 | -150370 | -314734 | -170437 | 411676 | -580825 |
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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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