Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5708362.9198 | 5779717.1205 | -71354.2007 | 344894.9464 | 329247.2503 | 15647.696 |
Total P&L (%) | 5708.3629 | 5779.7171 | -71.3542 | 344.8949 | 329.2473 | 15.6477 |
Avg Daily Profit (%) | 2.908 | 2.9443 | -0.0364 | 0.0761 | 0.0742 | 0.0074 |
Buy And Hold Return (%) | 1739.0693 | 1739.0693 | 1739.0693 | 1739.0693 | 1739.0693 | 1739.0693 |
Max Trade Drawdown | -197101 | -63506 | -168636 | -349764 | -278425 | -292513 |
Profit Factor | 10.9231 | 21.2856 | 0.7542 | 1.2298 | 1.4274 | 1.0214 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 39.6552 | 37.931 | 41.3793 | 39.6552 | 37.931 | 41.3793 |
Ratio Avg Win / Avg Loss | 16.6221 | 34.831 | 1.0685 | 1.8714 | 2.3358 | 1.447 |
Largest Winning Trade | 5774976 | 5774976 | 63717 | 319193 | 319193 | 158700 |
Largest Losing Trade | -63506 | -63506 | -52454 | -257411 | -193281 | -257411 |
Avg Bars in Trades | 196 | 198 | 194 | 196 | 198 | 194 |
Avg Bars in Winners | 313 | 334 | 294 | 313 | 334 | 294 |
Avg Bars in Losers | 120 | 116 | 124 | 120 | 116 | 124 |
Bars Traded | 11415 | 5765 | 5650 | 11415 | 5765 | 5650 |
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 | -163136 | 575404 | -582518 | -440193 | -262366 | -549088 |
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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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