Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1186646.7616 | 1172048.6934 | 14598.0682 | 1180409.5531 | 4519865.7389 | -3339456.1858 |
Total P&L (%) | 1186.6468 | 1172.0487 | 14.5981 | 1180.4096 | 4519.8657 | -3339.4562 |
Avg Daily Profit (%) | 0.6524 | 0.6443 | 0.008 | 0.1403 | 0.2109 | 0 |
Buy And Hold Return (%) | 751.1492 | 751.1492 | 751.1492 | 751.1492 | 751.1492 | 751.1492 |
Max Trade Drawdown | -141776 | -84113 | -128298 | -10826951 | -5145517 | -7857741 |
Profit Factor | 2.7895 | 4.2978 | 1.0474 | 1.0416 | 1.3026 | 0.7513 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Losing Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Profitability (%) | 51.3889 | 58.3333 | 44.4444 | 51.3889 | 58.3333 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.6387 | 3.0699 | 1.3093 | 0.9853 | 0.9305 | 0.9391 |
Largest Winning Trade | 696346 | 696346 | 64209 | 3849290 | 3849290 | 2308273 |
Largest Losing Trade | -38438 | -38438 | -35311 | -3016280 | -2386939 | -3016280 |
Avg Bars in Trades | 96 | 109 | 83 | 96 | 109 | 83 |
Avg Bars in Winners | 106 | 118 | 91 | 106 | 118 | 91 |
Avg Bars in Losers | 85 | 98 | 76 | 85 | 98 | 76 |
Bars Traded | 6956 | 3959 | 2997 | 6956 | 3959 | 2997 |
Profit Streak | 62.9447 | 70.9447 | 62.9447 | 62.9447 | 70.9447 | 62.9447 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75086 | 393545 | -517831 | -274141 | 271644 | -582381 |
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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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