Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 730744.3834 | 591067.6273 | 139676.7562 | 12532276.9264 | 10281583.2266 | 2250693.6998 |
Total P&L (%) | 730.7444 | 591.0676 | 139.6768 | 12532.2769 | 10281.5832 | 2250.6937 |
Avg Daily Profit (%) | 0.2921 | 0.2362 | 0.0558 | 0.1936 | 0.1857 | 0.1263 |
Buy And Hold Return (%) | 817.3795 | 817.3795 | 817.3795 | 817.3795 | 817.3795 | 817.3795 |
Max Trade Drawdown | -58731 | -62453 | -42379 | -1749453 | -869194 | -2391230 |
Profit Factor | 4.7493 | 6.6945 | 2.5331 | 3.8747 | 9.4664 | 1.7156 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 18 | 10 | 8 | 18 | 10 | 8 |
Profitability (%) | 74.6479 | 71.4286 | 77.7778 | 74.6479 | 71.4286 | 77.7778 |
Ratio Avg Win / Avg Loss | 1.613 | 2.6778 | 0.7237 | 1.3159 | 3.7866 | 0.4902 |
Largest Winning Trade | 146943 | 146943 | 22741 | 3462438 | 3462438 | 987241 |
Largest Losing Trade | -55951 | -55951 | -29270 | -1749453 | -779738 | -1749453 |
Avg Bars in Trades | 64 | 119 | 10 | 64 | 119 | 10 |
Avg Bars in Winners | 43 | 80 | 10 | 43 | 80 | 10 |
Avg Bars in Losers | 124 | 217 | 7 | 124 | 217 | 7 |
Bars Traded | 4550 | 4185 | 365 | 4550 | 4185 | 365 |
Profit Streak | 62.5311 | 62.5311 | 258.0311 | 62.5311 | 62.5311 | 258.0311 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -235757 | -145574 | -276847 | -72574 | 711779 | -21633 |
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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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