Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 646795.5891 | 874981.2489 | -228185.6598 | -1818423.5255 | -9963049.2467 | 8144625.7212 |
Total P&L (%) | 646.7956 | 874.9812 | -228.1857 | -1818.4235 | -9963.0492 | 8144.6257 |
Avg Daily Profit (%) | 0.3563 | 0.482 | -0.1257 | 0 | 0 | 0.2433 |
Buy And Hold Return (%) | 683.3026 | 683.3026 | 683.3026 | 683.3026 | 683.3026 | 683.3026 |
Max Trade Drawdown | -323870 | -97391 | -295256 | -12300054 | -16206843 | -1741905 |
Profit Factor | 1.6795 | 3.4394 | 0.6153 | 0.9405 | 0.5998 | 2.4305 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 40 | 19 | 21 | 35 | 20 | 15 |
Losing Trades | 37 | 20 | 17 | 42 | 19 | 23 |
Profitability (%) | 51.9481 | 48.7179 | 55.2632 | 45.4545 | 51.2821 | 39.4737 |
Ratio Avg Win / Avg Loss | 1.5535 | 3.6205 | 0.4981 | 1.1287 | 0.5698 | 3.7267 |
Largest Winning Trade | 358324 | 358324 | 76581 | 5653958 | 3770843 | 5653958 |
Largest Losing Trade | -295256 | -34394 | -295256 | -7067498 | -7067498 | -729661 |
Avg Bars in Trades | 92 | 100 | 83 | 92 | 100 | 83 |
Avg Bars in Winners | 90 | 107 | 74 | 92 | 92 | 93 |
Avg Bars in Losers | 94 | 94 | 93 | 91 | 109 | 76 |
Bars Traded | 7089 | 3932 | 3157 | 7089 | 3932 | 3157 |
Profit Streak | 5.1571 | 24.4071 | 0 | 0 | 0 | 166.1571 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -198533 | -61413 | -580082 | -627156 | -580591 | 357310 |
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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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