Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1195946.6281 | 1170512.8155 | 25433.8126 | 1620406.5637 | 2358548.672 | -738142.1084 |
Total P&L (%) | 1195.9466 | 1170.5128 | 25.4338 | 1620.4066 | 2358.5487 | -738.1421 |
Avg Daily Profit (%) | 0.6569 | 0.643 | 0.014 | 0.1564 | 0.176 | 0 |
Buy And Hold Return (%) | 643.8324 | 643.8324 | 643.8324 | 643.8324 | 643.8324 | 643.8324 |
Max Trade Drawdown | -116581 | -63518 | -72474 | -2798682 | -2185364 | -1345599 |
Profit Factor | 3.2037 | 5.0414 | 1.1005 | 1.202 | 1.5584 | 0.8057 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 44.7368 | 44.7368 | 44.7368 | 44.7368 | 44.7368 | 44.7368 |
Ratio Avg Win / Avg Loss | 3.9576 | 6.2276 | 1.3594 | 1.4848 | 1.9251 | 0.9953 |
Largest Winning Trade | 662227 | 662227 | 76554 | 2504655 | 2504655 | 665934 |
Largest Losing Trade | -39302 | -39302 | -32957 | -668281 | -668281 | -572536 |
Avg Bars in Trades | 94 | 85 | 102 | 94 | 85 | 102 |
Avg Bars in Winners | 144 | 131 | 156 | 144 | 131 | 156 |
Avg Bars in Losers | 53 | 48 | 58 | 53 | 48 | 58 |
Bars Traded | 7144 | 3242 | 3902 | 7144 | 3242 | 3902 |
Profit Streak | 66.686 | 107.186 | 66.686 | 66.686 | 107.186 | 66.686 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44160 | 376967 | -450990 | -50778 | 252358 | -581841 |
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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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