Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 932215.3974 | 810914.4019 | 121300.9956 | 5790795.7655 | 2049494.4467 | 3741301.3187 |
Total P&L (%) | 932.2154 | 810.9144 | 121.301 | 5790.7958 | 2049.4944 | 3741.3013 |
Avg Daily Profit (%) | 0.5036 | 0.4381 | 0.0655 | 0.2204 | 0.1659 | 0.1973 |
Buy And Hold Return (%) | 199.6659 | 199.6659 | 199.6659 | 199.6659 | 199.6659 | 199.6659 |
Max Trade Drawdown | -88953 | -47623 | -90450 | -5670277 | -3819115 | -2827034 |
Profit Factor | 2.9569 | 5.9528 | 1.388 | 1.3617 | 1.2386 | 1.5043 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 53.5211 | 52.7778 | 54.2857 | 53.5211 | 52.7778 | 54.2857 |
Ratio Avg Win / Avg Loss | 2.5678 | 5.3262 | 1.1688 | 1.1826 | 1.1082 | 1.2668 |
Largest Winning Trade | 393033 | 393033 | 77592 | 2806266 | 2453799 | 2806266 |
Largest Losing Trade | -49398 | -36461 | -49398 | -3199220 | -3199220 | -1681667 |
Avg Bars in Trades | 305 | 289 | 321 | 305 | 289 | 321 |
Avg Bars in Winners | 441 | 416 | 465 | 441 | 416 | 465 |
Avg Bars in Losers | 148 | 147 | 150 | 148 | 147 | 150 |
Bars Traded | 21672 | 10421 | 11251 | 21672 | 10421 | 11251 |
Profit Streak | 0 | 0 | 43.7749 | 0 | 0 | 43.7749 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75891 | 603228 | -269493 | -81869 | 281255 | 376061 |
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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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