Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1036874.9042 | 965426.5223 | 71448.3819 | -3125.8597 | 521909.0049 | -525034.8645 |
Total P&L (%) | 1036.8749 | 965.4265 | 71.4484 | -3.1259 | 521.909 | -525.0349 |
Avg Daily Profit (%) | 0.4352 | 0.4052 | 0.03 | -0.0013 | 0.0767 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162311 | -78001 | -146582 | -2564170 | -651596 | -2657093 |
Profit Factor | 2.662 | 4.8168 | 1.1926 | 0.9993 | 1.4849 | 0.8395 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 55.7377 | 50 | 61.2903 | 55.7377 | 50 | 61.2903 |
Ratio Avg Win / Avg Loss | 2.1139 | 4.8168 | 0.7532 | 0.7935 | 1.4849 | 0.5302 |
Largest Winning Trade | 796116 | 796116 | 70673 | 593484 | 461257 | 593484 |
Largest Losing Trade | -87440 | -65405 | -87440 | -2259208 | -651596 | -2259208 |
Avg Bars in Trades | 114 | 99 | 129 | 114 | 99 | 129 |
Avg Bars in Winners | 146 | 130 | 158 | 146 | 130 | 158 |
Avg Bars in Losers | 74 | 67 | 82 | 74 | 67 | 82 |
Bars Traded | 6977 | 2973 | 4004 | 6977 | 2973 | 4004 |
Profit Streak | 44.1529 | 44.1529 | 307.8196 | 44.1529 | 44.1529 | 307.8196 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148709 | 646531 | -160347 | -744613 | -88342 | -577986 |
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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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