Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 671009.7337 | 611757.0367 | 59252.697 | 3856282.4214 | 16924255.1569 | -13067972.7355 |
Total P&L (%) | 671.0097 | 611.757 | 59.2527 | 3856.2824 | 16924.2552 | -13067.9727 |
Avg Daily Profit (%) | 0.3712 | 0.3384 | 0.0328 | 0.2037 | 0.2846 | 0 |
Buy And Hold Return (%) | 928.4146 | 928.4146 | 928.4146 | 928.4146 | 928.4146 | 928.4146 |
Max Trade Drawdown | -165903 | -71736 | -144550 | -17431241 | -6737481 | -15858136 |
Profit Factor | 1.8825 | 2.7601 | 1.1436 | 1.069 | 1.7117 | 0.593 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 99 | 55 | 44 | 99 | 55 | 44 |
Losing Trades | 72 | 31 | 41 | 72 | 31 | 41 |
Profitability (%) | 57.8947 | 63.9535 | 51.7647 | 57.8947 | 63.9535 | 51.7647 |
Ratio Avg Win / Avg Loss | 1.3691 | 1.5557 | 1.0656 | 0.7775 | 0.9648 | 0.5526 |
Largest Winning Trade | 95253 | 95253 | 77110 | 6836968 | 6836968 | 2633313 |
Largest Losing Trade | -37326 | -37326 | -33190 | -6748966 | -5180164 | -6748966 |
Avg Bars in Trades | 61 | 50 | 72 | 61 | 50 | 72 |
Avg Bars in Winners | 69 | 48 | 94 | 69 | 48 | 94 |
Avg Bars in Losers | 50 | 54 | 47 | 50 | 54 | 47 |
Bars Traded | 10500 | 4363 | 6137 | 10500 | 4363 | 6137 |
Profit Streak | 8.436 | 8.436 | 8.6027 | 8.436 | 8.436 | 8.6027 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150770 | -148855 | -376925 | -137269 | 419795 | -580205 |
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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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