Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442682.8822 | 264406.691 | 178276.1912 | 2681620.9549 | 3930863.7056 | -1249242.7508 |
Total P&L (%) | 442.6829 | 264.4067 | 178.2762 | 2681.621 | 3930.8637 | -1249.2428 |
Avg Daily Profit (%) | 0.2434 | 0.1454 | 0.098 | 0.183 | 0.2035 | 0 |
Buy And Hold Return (%) | 249.4641 | 249.4641 | 249.4641 | 249.4641 | 249.4641 | 249.4641 |
Max Trade Drawdown | -70292 | -64323 | -75298 | -2743608 | -501933 | -3126153 |
Profit Factor | 2.7673 | 3.5681 | 2.2085 | 1.492 | 4.7387 | 0.716 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 14 | 7 | 7 | 14 | 7 | 7 |
Profitability (%) | 81.0811 | 81.0811 | 81.0811 | 81.0811 | 81.0811 | 81.0811 |
Ratio Avg Win / Avg Loss | 0.6457 | 0.8326 | 0.5153 | 0.3481 | 1.1057 | 0.1671 |
Largest Winning Trade | 28974 | 28974 | 27593 | 899957 | 899957 | 343632 |
Largest Losing Trade | -55191 | -43318 | -55191 | -2041931 | -501933 | -2041931 |
Avg Bars in Trades | 45 | 50 | 40 | 45 | 50 | 40 |
Avg Bars in Winners | 27 | 28 | 26 | 27 | 28 | 26 |
Avg Bars in Losers | 120 | 141 | 98 | 120 | 141 | 98 |
Bars Traded | 3335 | 1851 | 1484 | 3335 | 1851 | 1484 |
Profit Streak | 69.1085 | 150.6085 | 69.1085 | 69.1085 | 150.6085 | 69.1085 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60970 | -136766 | -221477 | -55591 | 716799 | -575809 |
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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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