Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1013055.5801 | 885641.6577 | 127413.9224 | 10480257.959 | 6817469.3875 | 3662788.5715 |
Total P&L (%) | 1013.0556 | 885.6417 | 127.4139 | 10480.258 | 6817.4694 | 3662.7886 |
Avg Daily Profit (%) | 0.4863 | 0.4251 | 0.0612 | 0.224 | 0.2036 | 0.1743 |
Buy And Hold Return (%) | 435.6293 | 435.6293 | 435.6293 | 435.6293 | 435.6293 | 435.6293 |
Max Trade Drawdown | -142587 | -139055 | -17574 | -7199231 | -6586305 | -1213300 |
Profit Factor | 3.8895 | 3.963 | 3.4648 | 1.7258 | 1.5336 | 3.2022 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 24 | 15 | 9 | 24 | 15 | 9 |
Profitability (%) | 63.0769 | 53.125 | 72.7273 | 63.0769 | 53.125 | 72.7273 |
Ratio Avg Win / Avg Loss | 2.2768 | 3.4967 | 1.2993 | 1.0102 | 1.3532 | 1.2008 |
Largest Winning Trade | 437574 | 437574 | 31380 | 5633499 | 5633499 | 1264045 |
Largest Losing Trade | -61999 | -61999 | -13650 | -4420090 | -4420090 | -1126982 |
Avg Bars in Trades | 366 | 692 | 50 | 366 | 692 | 50 |
Avg Bars in Winners | 201 | 415 | 50 | 201 | 415 | 50 |
Avg Bars in Losers | 647 | 1007 | 48 | 647 | 1007 | 48 |
Bars Traded | 23818 | 22166 | 1652 | 23818 | 22166 | 1652 |
Profit Streak | 11.4407 | 0 | 369.9407 | 11.4407 | 0 | 369.9407 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120925 | 385205 | -267201 | -123268 | 358278 | 617352 |
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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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