Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461177.7928 | 294518.9312 | 166658.8616 | 1445668.4642 | 6814042.8877 | -5368374.4235 |
Total P&L (%) | 461.1778 | 294.5189 | 166.6589 | 1445.6685 | 6814.0429 | -5368.3744 |
Avg Daily Profit (%) | 0.2542 | 0.1624 | 0.0919 | 0.1511 | 0.2338 | 0 |
Buy And Hold Return (%) | 232.1779 | 232.1779 | 232.1779 | 232.1779 | 232.1779 | 232.1779 |
Max Trade Drawdown | -138736 | -60879 | -131502 | -7323291 | -1564924 | -8730639 |
Profit Factor | 2.3184 | 2.9172 | 1.8495 | 1.0979 | 2.9383 | 0.5229 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 18 | 10 | 8 | 18 | 10 | 8 |
Profitability (%) | 70.9677 | 67.7419 | 74.1935 | 70.9677 | 67.7419 | 74.1935 |
Ratio Avg Win / Avg Loss | 0.9484 | 1.3891 | 0.6433 | 0.4491 | 1.3992 | 0.1819 |
Largest Winning Trade | 71897 | 71897 | 31614 | 1681225 | 1681225 | 1564092 |
Largest Losing Trade | -69899 | -45383 | -69899 | -5936357 | -1564924 | -5936357 |
Avg Bars in Trades | 79 | 81 | 77 | 79 | 81 | 77 |
Avg Bars in Winners | 65 | 79 | 52 | 65 | 79 | 52 |
Avg Bars in Losers | 115 | 85 | 152 | 115 | 85 | 152 |
Bars Traded | 4950 | 2536 | 2414 | 4950 | 2536 | 2414 |
Profit Streak | 24.0849 | 0 | 43.0849 | 24.0849 | 0 | 43.0849 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152495 | -68224 | -231269 | -262649 | 543108 | -576694 |
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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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