Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1677036.2226 | 1587629.0228 | 89407.1998 | 1280491.3409 | 788805.1389 | 491686.202 |
Total P&L (%) | 1677.0362 | 1587.629 | 89.4072 | 1280.4913 | 788.8051 | 491.6862 |
Avg Daily Profit (%) | 0.8995 | 0.8516 | 0.048 | 0.1409 | 0.1173 | 0.0954 |
Buy And Hold Return (%) | 16.8265 | 16.8265 | 16.8265 | 16.8265 | 16.8265 | 16.8265 |
Max Trade Drawdown | -114975 | -133578 | -57253 | -2076595 | -1938157 | -1107015 |
Profit Factor | 4.8842 | 7.9936 | 1.4367 | 1.2069 | 1.2415 | 1.1683 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 47.8261 | 40 | 55.8824 | 47.8261 | 40 | 55.8824 |
Ratio Avg Win / Avg Loss | 5.3282 | 11.9905 | 1.1342 | 1.3166 | 1.8622 | 0.9223 |
Largest Winning Trade | 1541215 | 1541215 | 55990 | 1567811 | 1567811 | 661549 |
Largest Losing Trade | -30305 | -24992 | -30305 | -555087 | -546290 | -555087 |
Avg Bars in Trades | 155 | 144 | 167 | 155 | 144 | 167 |
Avg Bars in Winners | 207 | 191 | 218 | 207 | 191 | 218 |
Avg Bars in Losers | 108 | 113 | 101 | 108 | 113 | 101 |
Bars Traded | 10739 | 5055 | 5684 | 10739 | 5055 | 5684 |
Profit Streak | 0 | 0 | 53.7968 | 0 | 0 | 53.7968 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86160 | 642256 | -127761 | -112128 | -39113 | -101348 |
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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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