Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1016799.6296 | 1112024.2914 | -95224.6618 | -83498.9352 | 1105716.4274 | -1189215.3627 |
Total P&L (%) | 1016.7996 | 1112.0243 | -95.2247 | -83.4989 | 1105.7164 | -1189.2154 |
Avg Daily Profit (%) | 0.4664 | 0.5101 | -0.0437 | -0.0826 | 0.1143 | 0 |
Buy And Hold Return (%) | 195.3533 | 195.3533 | 195.3533 | 195.3533 | 195.3533 | 195.3533 |
Max Trade Drawdown | -237115 | -97808 | -217038 | -2609035 | -545626 | -2082973 |
Profit Factor | 2.5454 | 5.1004 | 0.7538 | 0.9703 | 2.7612 | 0.4559 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 41.6667 | 36.6667 | 46.6667 | 41.6667 | 36.6667 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.5636 | 8.8098 | 0.8615 | 1.3585 | 4.7693 | 0.521 |
Largest Winning Trade | 904048 | 904048 | 75704 | 1559703 | 1559703 | 887450 |
Largest Losing Trade | -95080 | -38701 | -95080 | -1999576 | -516644 | -1999576 |
Avg Bars in Trades | 67 | 64 | 71 | 67 | 64 | 71 |
Avg Bars in Winners | 112 | 116 | 110 | 112 | 116 | 110 |
Avg Bars in Losers | 35 | 33 | 38 | 35 | 33 | 38 |
Bars Traded | 4074 | 1922 | 2151 | 4074 | 1922 | 2151 |
Profit Streak | 0 | 0 | 324.5753 | 0 | 0 | 324.5753 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163047 | 448283 | -580776 | -756129 | -40886 | -580776 |
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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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