Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1384943.9767 | 1225163.6818 | 159780.295 | 8724006.7402 | 7736315.9409 | 987690.7993 |
Total P&L (%) | 1384.944 | 1225.1637 | 159.7803 | 8724.0067 | 7736.3159 | 987.6908 |
Avg Daily Profit (%) | 0.6316 | 0.5588 | 0.0729 | 0.2045 | 0.1991 | 0.1089 |
Buy And Hold Return (%) | 540.9768 | 540.9768 | 540.9768 | 540.9768 | 540.9768 | 540.9768 |
Max Trade Drawdown | -99125 | -47818 | -92690 | -3393057 | -2925547 | -1760068 |
Profit Factor | 4.8229 | 8.2056 | 1.8311 | 1.9801 | 2.4761 | 1.2698 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 47.619 | 40.625 | 54.8387 | 47.619 | 40.625 | 54.8387 |
Ratio Avg Win / Avg Loss | 5.3052 | 11.9928 | 1.508 | 2.1781 | 3.6189 | 1.0457 |
Largest Winning Trade | 512682 | 512682 | 65370 | 8215175 | 8215175 | 1429353 |
Largest Losing Trade | -89793 | -19713 | -89793 | -1760068 | -1364310 | -1760068 |
Avg Bars in Trades | 102 | 89 | 114 | 102 | 89 | 114 |
Avg Bars in Winners | 152 | 153 | 151 | 152 | 153 | 151 |
Avg Bars in Losers | 56 | 45 | 70 | 56 | 45 | 70 |
Bars Traded | 6433 | 2869 | 3564 | 6433 | 2869 | 3564 |
Profit Streak | 0 | 0 | 80.9813 | 0 | 0 | 80.9813 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -136035 | 389881 | -256804 | -140087 | 326549 | -54187 |
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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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