Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 721736.7734 | 622793.3792 | 98943.3942 | 2964720.7067 | 7535468.7208 | -4570748.0141 |
Total P&L (%) | 721.7368 | 622.7934 | 98.9434 | 2964.7207 | 7535.4687 | -4570.748 |
Avg Daily Profit (%) | 0.2879 | 0.2484 | 0.0395 | 0.1366 | 0.1731 | 0 |
Buy And Hold Return (%) | 706.8355 | 706.8355 | 706.8355 | 706.8355 | 706.8355 | 706.8355 |
Max Trade Drawdown | -81571 | -73727 | -77061 | -4156607 | -1094257 | -5458900 |
Profit Factor | 2.7439 | 5.3284 | 1.3665 | 1.3031 | 4.956 | 0.4197 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 64.8649 | 62.1622 | 67.5676 | 64.8649 | 62.1622 | 67.5676 |
Ratio Avg Win / Avg Loss | 1.4863 | 3.2434 | 0.6559 | 0.7058 | 3.0167 | 0.2015 |
Largest Winning Trade | 158695 | 158695 | 52608 | 3672166 | 3672166 | 532874 |
Largest Losing Trade | -77061 | -44142 | -77061 | -3954479 | -522176 | -3954479 |
Avg Bars in Trades | 198 | 220 | 176 | 198 | 220 | 176 |
Avg Bars in Winners | 220 | 249 | 194 | 220 | 249 | 194 |
Avg Bars in Losers | 158 | 174 | 140 | 158 | 174 | 140 |
Bars Traded | 14715 | 8175 | 6539 | 14715 | 8175 | 6539 |
Profit Streak | 0 | 0 | 210.8749 | 0 | 0 | 210.8749 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -212878 | -147708 | -303471 | -80425 | 617486 | -577111 |
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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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