Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 761720.5471 | 588705.626 | 173014.9211 | 10714083.1819 | 7900866.2622 | 2813216.9198 |
Total P&L (%) | 761.7205 | 588.7056 | 173.0149 | 10714.0832 | 7900.8663 | 2813.2169 |
Avg Daily Profit (%) | 0.3038 | 0.2348 | 0.069 | 0.187 | 0.1749 | 0.1346 |
Buy And Hold Return (%) | 371.7137 | 371.7137 | 371.7137 | 371.7137 | 371.7137 | 371.7137 |
Max Trade Drawdown | -70514 | -88587 | -50717 | -1260532 | -972419 | -1243475 |
Profit Factor | 3.3133 | 4.795 | 1.9935 | 3.8488 | 6.4159 | 2.222 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 16 | 9 | 7 | 16 | 9 | 7 |
Profitability (%) | 75 | 71.875 | 78.125 | 75 | 71.875 | 78.125 |
Ratio Avg Win / Avg Loss | 1.1044 | 1.8763 | 0.5582 | 1.2829 | 2.5106 | 0.6222 |
Largest Winning Trade | 159136 | 159136 | 32878 | 2706005 | 2706005 | 1321601 |
Largest Losing Trade | -49328 | -41649 | -49328 | -867172 | -455242 | -867172 |
Avg Bars in Trades | 74 | 89 | 59 | 74 | 89 | 59 |
Avg Bars in Winners | 50 | 51 | 49 | 50 | 51 | 49 |
Avg Bars in Losers | 147 | 186 | 96 | 147 | 186 | 96 |
Bars Traded | 4777 | 2871 | 1906 | 4777 | 2871 | 1906 |
Profit Streak | 146.7627 | 146.7627 | 317.2627 | 146.7627 | 146.7627 | 317.2627 |
Trades During Streak | 8 | 4 | 6 | 8 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131165 | 378067 | -260535 | -124987 | 739354 | -6466 |
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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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