Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 882620.9678 | 718308.7095 | 164312.2583 | 14049386.3772 | 22520993.4839 | -8471607.1067 |
Total P&L (%) | 882.621 | 718.3087 | 164.3123 | 14049.3864 | 22520.9935 | -8471.6071 |
Avg Daily Profit (%) | 0.353 | 0.2872 | 0.0657 | 0.1982 | 0.217 | 0 |
Buy And Hold Return (%) | 702.1142 | 702.1142 | 702.1142 | 702.1142 | 702.1142 | 702.1142 |
Max Trade Drawdown | -77527 | -48675 | -73404 | -11987083 | -2365355 | -11652002 |
Profit Factor | 3.693 | 6.8085 | 1.8052 | 1.6137 | 4.7682 | 0.4992 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 15 | 8 | 7 | 15 | 8 | 7 |
Profitability (%) | 75 | 73.3333 | 76.6667 | 75 | 73.3333 | 76.6667 |
Ratio Avg Win / Avg Loss | 1.231 | 2.4758 | 0.5494 | 0.5379 | 1.7339 | 0.1519 |
Largest Winning Trade | 189122 | 189122 | 48737 | 12763724 | 12763724 | 958176 |
Largest Losing Trade | -73404 | -48675 | -73404 | -8705786 | -2365355 | -8705786 |
Avg Bars in Trades | 123 | 136 | 109 | 123 | 136 | 109 |
Avg Bars in Winners | 122 | 133 | 112 | 122 | 133 | 112 |
Avg Bars in Losers | 124 | 143 | 101 | 124 | 143 | 101 |
Bars Traded | 7381 | 4090 | 3291 | 7381 | 4090 | 3291 |
Profit Streak | 166.4292 | 166.7625 | 166.4292 | 166.4292 | 166.7625 | 166.4292 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -239600 | -137346 | -265952 | -160576 | 711090 | -576401 |
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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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