Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 818602.1154 | 786010.8424 | 32591.273 | 142070.7342 | 470041.1522 | -327970.418 |
Total P&L (%) | 818.6021 | 786.0108 | 32.5913 | 142.0707 | 470.0412 | -327.9704 |
Avg Daily Profit (%) | 0.4363 | 0.4189 | 0.0174 | 0.0471 | 0.0928 | 0 |
Buy And Hold Return (%) | 37.8495 | 37.8495 | 37.8495 | 37.8495 | 37.8495 | 37.8495 |
Max Trade Drawdown | -302324 | -180600 | -153712 | -905209 | -352340 | -576330 |
Profit Factor | 2.1286 | 2.9732 | 1.0997 | 1.1189 | 1.8894 | 0.5076 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 49.3506 | 44.7368 | 53.8462 | 49.3506 | 44.7368 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.1846 | 3.6728 | 0.9426 | 1.1484 | 2.334 | 0.4351 |
Largest Winning Trade | 457303 | 457303 | 45107 | 476683 | 476683 | 142335 |
Largest Losing Trade | -54213 | -45586 | -54213 | -347458 | -155865 | -347458 |
Avg Bars in Trades | 67 | 72 | 63 | 67 | 72 | 63 |
Avg Bars in Winners | 96 | 102 | 91 | 96 | 102 | 91 |
Avg Bars in Losers | 40 | 49 | 30 | 40 | 49 | 30 |
Bars Traded | 5235 | 2768 | 2467 | 5235 | 2768 | 2467 |
Profit Streak | 243.9335 | 243.9335 | 246.6002 | 243.9335 | 243.9335 | 246.6002 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31024 | 522908 | -446109 | -267245 | -66540 | -578905 |
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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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