Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 558468.6857 | 557963.9812 | 504.7045 | 147733.5815 | 451432.6368 | -303699.0553 |
Total P&L (%) | 558.4687 | 557.964 | 0.5047 | 147.7336 | 451.4326 | -303.6991 |
Avg Daily Profit (%) | 0.2971 | 0.2968 | 0.0003 | 0.0483 | 0.0909 | 0 |
Buy And Hold Return (%) | 227.9213 | 227.9213 | 227.9213 | 227.9213 | 227.9213 | 227.9213 |
Max Trade Drawdown | -134827 | -74484 | -85827 | -827649 | -535938 | -469232 |
Profit Factor | 2.3358 | 3.63 | 1.0025 | 1.0648 | 1.3788 | 0.7205 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 52.381 | 43.75 | 61.2903 | 52.381 | 43.75 | 61.2903 |
Ratio Avg Win / Avg Loss | 2.1234 | 4.6671 | 0.6331 | 0.968 | 1.7728 | 0.455 |
Largest Winning Trade | 527823 | 527823 | 40788 | 527823 | 527823 | 137117 |
Largest Losing Trade | -61982 | -34350 | -61982 | -317966 | -317966 | -264405 |
Avg Bars in Trades | 54 | 57 | 50 | 54 | 57 | 50 |
Avg Bars in Winners | 73 | 97 | 55 | 73 | 97 | 55 |
Avg Bars in Losers | 32 | 25 | 43 | 32 | 25 | 43 |
Bars Traded | 3412 | 1832 | 1580 | 3412 | 1832 | 1580 |
Profit Streak | 210.9537 | 210.9537 | 218.4537 | 210.9537 | 210.9537 | 218.4537 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140287 | 355764 | -575326 | -594805 | -78874 | -578379 |
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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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