Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1185992.8686 | 1209976.8276 | -23983.959 | 144144.1338 | -79222.9778 | 223367.1116 |
Total P&L (%) | 1185.9929 | 1209.9768 | -23.984 | 144.1441 | -79.223 | 223.3671 |
Avg Daily Profit (%) | 0.63 | 0.6427 | -0.0127 | 0.0474 | -0.0834 | 0.0624 |
Buy And Hold Return (%) | 207.5962 | 207.5962 | 207.5962 | 207.5962 | 207.5962 | 207.5962 |
Max Trade Drawdown | -164739 | -161031 | -26374 | -5394336 | -5206474 | -187861 |
Profit Factor | 4.0633 | 4.6505 | 0.5694 | 1.0222 | 0.987 | 1.5558 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 40 | 40.625 | 39.3939 | 40 | 40.625 | 39.3939 |
Ratio Avg Win / Avg Loss | 6.095 | 6.7968 | 0.876 | 1.5333 | 1.4426 | 2.3936 |
Largest Winning Trade | 1064462 | 1064462 | 5346 | 2225871 | 2225871 | 219064 |
Largest Losing Trade | -70840 | -70840 | -6462 | -2799927 | -2799927 | -75019 |
Avg Bars in Trades | 335 | 672 | 8 | 335 | 672 | 8 |
Avg Bars in Winners | 422 | 836 | 8 | 422 | 836 | 8 |
Avg Bars in Losers | 277 | 560 | 8 | 277 | 560 | 8 |
Bars Traded | 21787 | 21517 | 270 | 21787 | 21517 | 270 |
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 | -122203 | 536431 | -584649 | -630548 | -582789 | -252919 |
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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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