Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346646.6674 | 320331.9603 | 26314.7071 | -2987796.3923 | 821296.6493 | -3809093.0416 |
Total P&L (%) | 346.6467 | 320.332 | 26.3147 | -2987.7964 | 821.2966 | -3809.093 |
Avg Daily Profit (%) | 0.1831 | 0.1692 | 0.0139 | 0 | 0.1174 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212569 | -80972 | -212569 | -5358878 | -2565891 | -5088547 |
Profit Factor | 1.5926 | 2.3492 | 1.0757 | 0.7848 | 1.1302 | 0.4974 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 46 | 20 | 26 | 24 | 15 | 9 |
Losing Trades | 18 | 12 | 6 | 40 | 17 | 23 |
Profitability (%) | 71.875 | 62.5 | 81.25 | 37.5 | 46.875 | 28.125 |
Ratio Avg Win / Avg Loss | 0.6232 | 1.4095 | 0.2482 | 1.308 | 1.2809 | 1.2711 |
Largest Winning Trade | 102260 | 102260 | 34751 | 1767940 | 1767940 | 1718927 |
Largest Losing Trade | -212569 | -48315 | -212569 | -1206653 | -1206653 | -1076426 |
Avg Bars in Trades | 332 | 386 | 279 | 332 | 386 | 279 |
Avg Bars in Winners | 171 | 164 | 177 | 516 | 599 | 379 |
Avg Bars in Losers | 744 | 756 | 719 | 222 | 199 | 239 |
Bars Traded | 21305 | 12375 | 8930 | 21305 | 12375 | 8930 |
Profit Streak | 86.3723 | 0 | 336.539 | 0 | 266.6223 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132423 | 443118 | -311269 | -727750 | -113462 | -595185 |
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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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