Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1750699.1621 | 1659106.5623 | 91592.5998 | 1469604.8655 | 654923.9993 | 814680.8662 |
Total P&L (%) | 1750.6992 | 1659.1066 | 91.5926 | 1469.6049 | 654.924 | 814.6809 |
Avg Daily Profit (%) | 0.9475 | 0.8979 | 0.0496 | 0.1491 | 0.1095 | 0.1199 |
Buy And Hold Return (%) | 45.0856 | 45.0856 | 45.0856 | 45.0856 | 45.0856 | 45.0856 |
Max Trade Drawdown | -122050 | -106528 | -62550 | -3478149 | -3016449 | -1352396 |
Profit Factor | 4.5121 | 6.9355 | 1.4183 | 1.1296 | 1.1009 | 1.168 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 40.2597 | 35.8974 | 44.7368 | 40.2597 | 35.8974 | 44.7368 |
Ratio Avg Win / Avg Loss | 6.6954 | 12.3848 | 1.7521 | 1.6762 | 1.9659 | 1.4428 |
Largest Winning Trade | 1520222 | 1520222 | 65124 | 1831427 | 1831427 | 1426161 |
Largest Losing Trade | -47536 | -47536 | -29034 | -1264061 | -1264061 | -1058256 |
Avg Bars in Trades | 89 | 65 | 114 | 89 | 65 | 114 |
Avg Bars in Winners | 157 | 105 | 200 | 157 | 105 | 200 |
Avg Bars in Losers | 44 | 43 | 45 | 44 | 43 | 45 |
Bars Traded | 6921 | 2563 | 4357 | 6921 | 2563 | 4357 |
Profit Streak | 0 | 0 | 48.2745 | 0 | 0 | 48.2745 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29334 | 587358 | -132945 | -120475 | -160328 | -69754 |
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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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