Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1305004.5513 | 1263365.617 | 41638.9343 | 2819302.6288 | 2951621.9669 | -132319.3381 |
Total P&L (%) | 1305.0046 | 1263.3656 | 41.6389 | 2819.3026 | 2951.622 | -132.3193 |
Avg Daily Profit (%) | 0.7085 | 0.6859 | 0.0226 | 0.1833 | 0.1857 | 0 |
Buy And Hold Return (%) | 538.1386 | 538.1386 | 538.1386 | 538.1386 | 538.1386 | 538.1386 |
Max Trade Drawdown | -129380 | -84899 | -99949 | -2770244 | -1870078 | -1494322 |
Profit Factor | 3.5052 | 5.8 | 1.1616 | 1.4254 | 1.8874 | 0.9599 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 45.5882 | 50 | 41.1765 | 45.5882 | 50 | 41.1765 |
Ratio Avg Win / Avg Loss | 4.1836 | 5.8 | 1.6594 | 1.7013 | 1.8874 | 1.3713 |
Largest Winning Trade | 658836 | 658836 | 72757 | 1866597 | 1866597 | 743298 |
Largest Losing Trade | -39749 | -39465 | -39749 | -647398 | -647398 | -527708 |
Avg Bars in Trades | 159 | 152 | 165 | 159 | 152 | 165 |
Avg Bars in Winners | 252 | 222 | 289 | 252 | 222 | 289 |
Avg Bars in Losers | 80 | 82 | 78 | 80 | 82 | 78 |
Bars Traded | 10812 | 5185 | 5627 | 10812 | 5185 | 5627 |
Profit Streak | 55.7391 | 187.5724 | 0 | 55.7391 | 187.5724 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99904 | 624303 | -373579 | -106248 | 425863 | -582559 |
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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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