Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 687746.77 | 684311.9558 | 3434.8143 | 4863141.0045 | 5619146.1781 | -756005.1736 |
Total P&L (%) | 687.7468 | 684.312 | 3.4348 | 4863.141 | 5619.1462 | -756.0052 |
Avg Daily Profit (%) | 0.2751 | 0.2738 | 0.0014 | 0.1563 | 0.162 | 0 |
Buy And Hold Return (%) | 2638.0641 | 2638.0641 | 2638.0641 | 2638.0641 | 2638.0641 | 2638.0641 |
Max Trade Drawdown | -65138 | -37338 | -76291 | -1893742 | -904206 | -1631542 |
Profit Factor | 3.0723 | 6.4288 | 1.0167 | 1.7791 | 3.2533 | 0.7983 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 31 | 20 | 11 | 31 | 20 | 11 |
Losing Trades | 31 | 11 | 20 | 31 | 11 | 20 |
Profitability (%) | 50 | 64.5161 | 35.4839 | 50 | 64.5161 | 35.4839 |
Ratio Avg Win / Avg Loss | 3.0723 | 3.5358 | 1.8485 | 1.7791 | 1.7893 | 1.4514 |
Largest Winning Trade | 299147 | 299147 | 55787 | 1798445 | 1798445 | 1013746 |
Largest Losing Trade | -27962 | -20346 | -27962 | -581928 | -581928 | -545884 |
Avg Bars in Trades | 157 | 172 | 141 | 157 | 172 | 141 |
Avg Bars in Winners | 243 | 233 | 262 | 243 | 233 | 262 |
Avg Bars in Losers | 70 | 62 | 75 | 70 | 62 | 75 |
Bars Traded | 9747 | 5350 | 4397 | 9747 | 5350 | 4397 |
Profit Streak | 78.5721 | 325.3221 | 0 | 78.5721 | 325.3221 | 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 | -309170 | -145394 | -563495 | -154836 | 399480 | -584796 |
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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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