Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1294573.9086 | 1291364.4629 | 3209.4457 | 788209.1425 | 1218269.703 | -430060.5605 |
Total P&L (%) | 1294.5739 | 1291.3645 | 3.2094 | 788.2091 | 1218.2697 | -430.0606 |
Avg Daily Profit (%) | 0.7127 | 0.7109 | 0.0018 | 0.1203 | 0.1421 | 0 |
Buy And Hold Return (%) | 664.1658 | 664.1658 | 664.1658 | 664.1658 | 664.1658 | 664.1658 |
Max Trade Drawdown | -239824 | -123058 | -170043 | -1970229 | -1071878 | -983748 |
Profit Factor | 3.1073 | 5.2775 | 1.0103 | 1.2077 | 1.7024 | 0.7913 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 48.3333 | 46.6667 | 50 | 48.3333 | 46.6667 | 50 |
Ratio Avg Win / Avg Loss | 3.3216 | 6.0315 | 1.0103 | 1.291 | 1.9456 | 0.7913 |
Largest Winning Trade | 758207 | 758207 | 77930 | 828583 | 828583 | 475891 |
Largest Losing Trade | -60442 | -45667 | -60442 | -610314 | -610314 | -581916 |
Avg Bars in Trades | 117 | 117 | 116 | 117 | 117 | 116 |
Avg Bars in Winners | 175 | 172 | 178 | 175 | 172 | 178 |
Avg Bars in Losers | 62 | 68 | 55 | 62 | 68 | 55 |
Bars Traded | 7021 | 3514 | 3507 | 7021 | 3514 | 3507 |
Profit Streak | 144.1462 | 158.3962 | 144.1462 | 144.1462 | 158.3962 | 144.1462 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161636 | 459508 | -564540 | -312900 | -8106 | -579863 |
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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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