Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1810303.8169 | 1715981.8427 | 94321.9742 | 1794531.5355 | -72778.3856 | 1867309.9211 |
Total P&L (%) | 1810.3038 | 1715.9818 | 94.322 | 1794.5315 | -72.7784 | 1867.3099 |
Avg Daily Profit (%) | 0.9713 | 0.9207 | 0.0506 | 0.1579 | -0.0698 | 0.16 |
Buy And Hold Return (%) | 57.5083 | 57.5083 | 57.5083 | 57.5083 | 57.5083 | 57.5083 |
Max Trade Drawdown | -118037 | -123390 | -42661 | -3770716 | -4109927 | -1474390 |
Profit Factor | 5.7879 | 9.1036 | 1.567 | 1.1811 | 0.9877 | 1.4693 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 41.5385 | 36.3636 | 46.875 | 41.5385 | 36.3636 | 46.875 |
Ratio Avg Win / Avg Loss | 8.1459 | 15.9313 | 1.776 | 1.6622 | 1.7285 | 1.6652 |
Largest Winning Trade | 1662314 | 1662314 | 63531 | 1905622 | 1905622 | 1784786 |
Largest Losing Trade | -28151 | -27467 | -28151 | -1383442 | -1383442 | -891706 |
Avg Bars in Trades | 162 | 156 | 169 | 162 | 156 | 169 |
Avg Bars in Winners | 258 | 271 | 248 | 258 | 271 | 248 |
Avg Bars in Losers | 94 | 90 | 99 | 94 | 90 | 99 |
Bars Traded | 10583 | 5156 | 5427 | 10583 | 5156 | 5427 |
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 | -117880 | 592961 | -133039 | -152126 | -583328 | 312387 |
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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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