Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 637896.6657 | 525914.0751 | 111982.5906 | 1235692.7041 | -21127.1917 | 1256819.8957 |
Total P&L (%) | 637.8967 | 525.9141 | 111.9826 | 1235.6927 | -21.1272 | 1256.8199 |
Avg Daily Profit (%) | 0.3314 | 0.2732 | 0.0582 | 0.1347 | -0.0123 | 0.1356 |
Buy And Hold Return (%) | 59.4078 | 59.4078 | 59.4078 | 59.4078 | 59.4078 | 59.4078 |
Max Trade Drawdown | -139384 | -79502 | -81566 | -5517037 | -3272771 | -3182529 |
Profit Factor | 2.2706 | 3.0814 | 1.4491 | 1.0963 | 0.9969 | 1.2089 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 43.662 | 34.2857 | 52.7778 | 43.662 | 34.2857 | 52.7778 |
Ratio Avg Win / Avg Loss | 2.9299 | 5.9059 | 1.2966 | 1.4146 | 1.9107 | 1.0816 |
Largest Winning Trade | 279906 | 279906 | 60438 | 2776550 | 2776550 | 2149254 |
Largest Losing Trade | -42836 | -34343 | -42836 | -1331147 | -1089279 | -1331147 |
Avg Bars in Trades | 314 | 295 | 333 | 314 | 295 | 333 |
Avg Bars in Winners | 513 | 564 | 480 | 513 | 564 | 480 |
Avg Bars in Losers | 160 | 155 | 168 | 160 | 155 | 168 |
Bars Traded | 22344 | 10348 | 11996 | 22344 | 10348 | 11996 |
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 | -80259 | 303465 | -121548 | -221093 | -584121 | -11767 |
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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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