Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 811324.4292 | 696377.4661 | 114946.9631 | 2042461.4376 | 422866.7153 | 1619594.7223 |
Total P&L (%) | 811.3244 | 696.3775 | 114.947 | 2042.4614 | 422.8667 | 1619.5947 |
Avg Daily Profit (%) | 0.4366 | 0.3747 | 0.0619 | 0.165 | 0.0891 | 0.1532 |
Buy And Hold Return (%) | 94.3947 | 94.3947 | 94.3947 | 94.3947 | 94.3947 | 94.3947 |
Max Trade Drawdown | -115113 | -82977 | -109644 | -2902121 | -2522875 | -2248665 |
Profit Factor | 2.5442 | 3.8087 | 1.4143 | 1.218 | 1.0795 | 1.4002 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 47.619 | 45.1613 | 50 | 47.619 | 45.1613 | 50 |
Ratio Avg Win / Avg Loss | 2.7986 | 4.6248 | 1.4143 | 1.3398 | 1.3108 | 1.4002 |
Largest Winning Trade | 292907 | 292907 | 65647 | 1977599 | 1977599 | 1337143 |
Largest Losing Trade | -43897 | -41975 | -43897 | -1559029 | -1559029 | -1167671 |
Avg Bars in Trades | 78 | 110 | 48 | 78 | 110 | 48 |
Avg Bars in Winners | 115 | 167 | 68 | 115 | 167 | 68 |
Avg Bars in Losers | 46 | 62 | 28 | 46 | 62 | 28 |
Bars Traded | 4973 | 3414 | 1559 | 4973 | 3414 | 1559 |
Profit Streak | 247.01 | 247.01 | 322.01 | 247.01 | 247.01 | 322.01 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135662 | 544348 | -206257 | -143250 | -210315 | 348034 |
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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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