Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1726583.3196 | 1698566.636 | 28016.6836 | 1067479.5175 | 1169833.8884 | -102354.371 |
Total P&L (%) | 1726.5833 | 1698.5666 | 28.0167 | 1067.4795 | 1169.8339 | -102.3544 |
Avg Daily Profit (%) | 0.9496 | 0.9342 | 0.0154 | 0.1352 | 0.1399 | 0 |
Buy And Hold Return (%) | 806.5505 | 806.5505 | 806.5505 | 806.5505 | 806.5505 | 806.5505 |
Max Trade Drawdown | -193018 | -113824 | -123283 | -778775 | -489829 | -486720 |
Profit Factor | 4.0097 | 7.0524 | 1.0956 | 1.4659 | 2.0006 | 0.9088 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 50.7937 | 46.875 | 54.8387 | 50.7937 | 46.875 | 54.8387 |
Ratio Avg Win / Avg Loss | 3.8844 | 7.9927 | 0.9023 | 1.4201 | 2.2674 | 0.7484 |
Largest Winning Trade | 1138050 | 1138050 | 68644 | 758667 | 758667 | 273724 |
Largest Losing Trade | -72431 | -50294 | -72431 | -335875 | -335875 | -255724 |
Avg Bars in Trades | 110 | 118 | 102 | 110 | 118 | 102 |
Avg Bars in Winners | 130 | 152 | 111 | 130 | 152 | 111 |
Avg Bars in Losers | 89 | 88 | 91 | 89 | 88 | 91 |
Bars Traded | 6965 | 3794 | 3171 | 6965 | 3794 | 3171 |
Profit Streak | 64.0424 | 319.7924 | 64.0424 | 64.0424 | 319.7924 | 64.0424 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134986 | 567622 | -453498 | -225494 | -27600 | -579217 |
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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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