Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 781980.9809 | 683775.3549 | 98205.6261 | 4288007.8304 | 7080350.9552 | -2792343.1248 |
Total P&L (%) | 781.981 | 683.7754 | 98.2056 | 4288.0078 | 7080.351 | -2792.3431 |
Avg Daily Profit (%) | 0.3127 | 0.2734 | 0.0393 | 0.1513 | 0.171 | 0 |
Buy And Hold Return (%) | 706.6079 | 706.6079 | 706.6079 | 706.6079 | 706.6079 | 706.6079 |
Max Trade Drawdown | -73995 | -65636 | -78120 | -4002615 | -1055547 | -3944664 |
Profit Factor | 2.4506 | 3.9755 | 1.3175 | 1.568 | 4.7837 | 0.5082 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 62.7273 | 60 | 65.4545 | 62.7273 | 60 | 65.4545 |
Ratio Avg Win / Avg Loss | 1.4562 | 2.6503 | 0.6954 | 0.9317 | 3.1892 | 0.2682 |
Largest Winning Trade | 168695 | 168695 | 59073 | 4232399 | 4232399 | 477641 |
Largest Losing Trade | -73995 | -47158 | -73995 | -3904118 | -534163 | -3904118 |
Avg Bars in Trades | 43 | 49 | 38 | 43 | 49 | 38 |
Avg Bars in Winners | 43 | 43 | 43 | 43 | 43 | 43 |
Avg Bars in Losers | 43 | 57 | 27 | 43 | 57 | 27 |
Bars Traded | 4818 | 2716 | 2102 | 4818 | 2716 | 2102 |
Profit Streak | 128.2216 | 173.2216 | 128.2216 | 128.2216 | 173.2216 | 128.2216 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116705 | -327472 | -484796 | 373768 | -161977 | -757870 |
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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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