Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 715185.5626 | 631912.033 | 83273.5296 | 1138026.1887 | 8613737.2245 | -7475711.0358 |
Total P&L (%) | 715.1856 | 631.912 | 83.2735 | 1138.0262 | 8613.7372 | -7475.711 |
Avg Daily Profit (%) | 0.2859 | 0.2526 | 0.0333 | 0.1006 | 0.1787 | 0 |
Buy And Hold Return (%) | 794.3287 | 794.3287 | 794.3287 | 794.3287 | 794.3287 | 794.3287 |
Max Trade Drawdown | -109202 | -74061 | -107427 | -8833008 | -1463595 | -9450631 |
Profit Factor | 2.5259 | 4.9466 | 1.2699 | 1.0787 | 3.8535 | 0.3464 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 59.7403 | 60.5263 | 58.9744 | 59.7403 | 60.5263 | 58.9744 |
Ratio Avg Win / Avg Loss | 1.7022 | 3.226 | 0.8834 | 0.727 | 2.5132 | 0.241 |
Largest Winning Trade | 163871 | 163871 | 53392 | 5973064 | 5973064 | 485302 |
Largest Losing Trade | -90036 | -51793 | -90036 | -8659764 | -750259 | -8659764 |
Avg Bars in Trades | 91 | 105 | 77 | 91 | 105 | 77 |
Avg Bars in Winners | 100 | 93 | 107 | 100 | 93 | 107 |
Avg Bars in Losers | 77 | 123 | 33 | 77 | 123 | 33 |
Bars Traded | 7021 | 4013 | 3008 | 7021 | 4013 | 3008 |
Profit Streak | 74.4877 | 143.1544 | 74.4877 | 74.4877 | 143.1544 | 74.4877 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -195962 | -147195 | -314226 | -268751 | 617377 | -579036 |
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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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