Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 820412.903 | 799132.5086 | 21280.3944 | 776652.6996 | 2152420.0195 | -1375767.3199 |
Total P&L (%) | 820.4129 | 799.1325 | 21.2804 | 776.6527 | 2152.42 | -1375.7673 |
Avg Daily Profit (%) | 0.4526 | 0.4409 | 0.0117 | 0.1198 | 0.172 | 0 |
Buy And Hold Return (%) | 601.3179 | 601.3179 | 601.3179 | 601.3179 | 601.3179 | 601.3179 |
Max Trade Drawdown | -215188 | -133463 | -133712 | -2106537 | -793123 | -2289960 |
Profit Factor | 2.3657 | 3.4473 | 1.0776 | 1.146 | 1.9937 | 0.5638 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 55.2239 | 51.5152 | 58.8235 | 55.2239 | 51.5152 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.9182 | 3.2445 | 0.7543 | 0.9292 | 1.8765 | 0.3947 |
Largest Winning Trade | 395521 | 395521 | 57290 | 1395909 | 1395909 | 626152 |
Largest Losing Trade | -52104 | -52104 | -48820 | -672885 | -522243 | -672885 |
Avg Bars in Trades | 104 | 150 | 59 | 104 | 150 | 59 |
Avg Bars in Winners | 103 | 137 | 75 | 103 | 137 | 75 |
Avg Bars in Losers | 104 | 163 | 37 | 104 | 163 | 37 |
Bars Traded | 6992 | 4966 | 2026 | 6992 | 4966 | 2026 |
Profit Streak | 0 | 159.8911 | 0 | 0 | 159.8911 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158041 | -45217 | -478618 | -289585 | 378542 | -579651 |
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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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