Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1593487.0775 | 1463341.6133 | 130145.4642 | 2786843.5523 | 1018177.1832 | 1768666.3691 |
Total P&L (%) | 1593.4871 | 1463.3416 | 130.1455 | 2786.8436 | 1018.1772 | 1768.6664 |
Avg Daily Profit (%) | 0.8546 | 0.7848 | 0.0698 | 0.1805 | 0.1296 | 0.1572 |
Buy And Hold Return (%) | 30.4348 | 30.4348 | 30.4348 | 30.4348 | 30.4348 | 30.4348 |
Max Trade Drawdown | -72314 | -81347 | -38403 | -2256076 | -1992008 | -1089131 |
Profit Factor | 5.2992 | 9.2956 | 1.67 | 1.3157 | 1.2422 | 1.3825 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 44.0678 | 36.6667 | 51.7241 | 44.0678 | 36.6667 | 51.7241 |
Ratio Avg Win / Avg Loss | 6.7259 | 16.056 | 1.5587 | 1.6699 | 2.1456 | 1.2904 |
Largest Winning Trade | 1319493 | 1319493 | 65216 | 1692674 | 1692674 | 1238921 |
Largest Losing Trade | -33176 | -23900 | -33176 | -895008 | -526638 | -895008 |
Avg Bars in Trades | 60 | 44 | 76 | 60 | 44 | 76 |
Avg Bars in Winners | 93 | 73 | 108 | 93 | 73 | 108 |
Avg Bars in Losers | 33 | 27 | 42 | 33 | 27 | 42 |
Bars Traded | 3545 | 1326 | 2219 | 3545 | 1326 | 2219 |
Profit Streak | 57.0478 | 68.5478 | 57.0478 | 57.0478 | 68.5478 | 57.0478 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159058 | 637638 | -97401 | -171124 | -22639 | 338701 |
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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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