Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506356.6428 | 468558.5999 | 37798.0428 | -746544.027 | 4702961.2365 | -5449505.2635 |
Total P&L (%) | 506.3566 | 468.5586 | 37.798 | -746.544 | 4702.9612 | -5449.5053 |
Avg Daily Profit (%) | 0.202 | 0.1869 | 0.0151 | 0 | 0.1546 | 0 |
Buy And Hold Return (%) | 877.2963 | 877.2963 | 877.2963 | 877.2963 | 877.2963 | 877.2963 |
Max Trade Drawdown | -107364 | -80469 | -108802 | -6442386 | -553508 | -6292692 |
Profit Factor | 2.5119 | 5.1279 | 1.1707 | 0.9088 | 5.627 | 0.2397 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 43 | 23 | 20 | 41 | 23 | 18 |
Losing Trades | 26 | 11 | 15 | 28 | 11 | 17 |
Profitability (%) | 62.3188 | 67.6471 | 57.1429 | 59.4203 | 67.6471 | 51.4286 |
Ratio Avg Win / Avg Loss | 1.5189 | 2.4525 | 0.878 | 0.6206 | 2.6912 | 0.2264 |
Largest Winning Trade | 113588 | 113588 | 36676 | 3057810 | 3057810 | 390492 |
Largest Losing Trade | -107364 | -42590 | -107364 | -6173274 | -234479 | -6173274 |
Avg Bars in Trades | 207 | 205 | 208 | 207 | 205 | 208 |
Avg Bars in Winners | 203 | 196 | 211 | 192 | 178 | 208 |
Avg Bars in Losers | 212 | 224 | 203 | 229 | 262 | 207 |
Bars Traded | 14293 | 7001 | 7292 | 14293 | 7001 | 7292 |
Profit Streak | 0 | 0 | 0 | 31.0992 | 80.7659 | 31.0992 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -257337 | -148109 | -371955 | -684556 | 635031 | -580062 |
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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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