Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 724088.527 | 643458.9282 | 80629.5989 | 1745917.7448 | 1336383.6754 | 409534.0694 |
Total P&L (%) | 724.0885 | 643.4589 | 80.6296 | 1745.9177 | 1336.3837 | 409.5341 |
Avg Daily Profit (%) | 0.392 | 0.3484 | 0.0437 | 0.158 | 0.1444 | 0.0882 |
Buy And Hold Return (%) | 180.8634 | 180.8634 | 180.8634 | 180.8634 | 180.8634 | 180.8634 |
Max Trade Drawdown | -98360 | -77331 | -62225 | -703823 | -543811 | -502868 |
Profit Factor | 2.8629 | 4.3743 | 1.4072 | 1.6568 | 2.0253 | 1.3022 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 50.7692 | 45.4545 | 56.25 | 50.7692 | 45.4545 | 56.25 |
Ratio Avg Win / Avg Loss | 2.7761 | 5.2491 | 1.0945 | 1.6066 | 2.4304 | 1.0129 |
Largest Winning Trade | 473015 | 473015 | 60008 | 686934 | 490147 | 686934 |
Largest Losing Trade | -31054 | -29102 | -31054 | -455062 | -216596 | -455062 |
Avg Bars in Trades | 53 | 52 | 54 | 53 | 52 | 54 |
Avg Bars in Winners | 70 | 80 | 62 | 70 | 80 | 62 |
Avg Bars in Losers | 36 | 29 | 45 | 36 | 29 | 45 |
Bars Traded | 3497 | 1740 | 1757 | 3497 | 1740 | 1757 |
Profit Streak | 97.524 | 157.024 | 0 | 97.524 | 157.024 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122415 | 475156 | -298861 | -124523 | 112833 | -79458 |
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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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