Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1288916.4764 | 1271051.1054 | 17865.371 | 1132630.9856 | 1754712.9591 | -622081.9735 |
Total P&L (%) | 1288.9165 | 1271.0511 | 17.8654 | 1132.631 | 1754.713 | -622.082 |
Avg Daily Profit (%) | 0.7113 | 0.7015 | 0.0099 | 0.1387 | 0.1613 | 0 |
Buy And Hold Return (%) | 533.2942 | 533.2942 | 533.2942 | 533.2942 | 533.2942 | 533.2942 |
Max Trade Drawdown | -135472 | -125552 | -90748 | -1641013 | -1149453 | -1347059 |
Profit Factor | 3.0213 | 4.6925 | 1.0609 | 1.1924 | 1.5533 | 0.771 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 48.2759 | 44.186 | 52.2727 | 48.2759 | 44.186 | 52.2727 |
Ratio Avg Win / Avg Loss | 3.2371 | 5.9273 | 0.9686 | 1.2776 | 1.9621 | 0.7039 |
Largest Winning Trade | 702158 | 702158 | 69086 | 1520463 | 1520463 | 399622 |
Largest Losing Trade | -59343 | -59343 | -34631 | -616712 | -616712 | -492293 |
Avg Bars in Trades | 60 | 77 | 43 | 60 | 77 | 43 |
Avg Bars in Winners | 68 | 91 | 50 | 68 | 91 | 50 |
Avg Bars in Losers | 52 | 65 | 37 | 52 | 65 | 37 |
Bars Traded | 5252 | 3318 | 1934 | 5252 | 3318 | 1934 |
Profit Streak | 159.0822 | 159.0822 | 233.4155 | 159.0822 | 159.0822 | 233.4155 |
Trades During Streak | 9 | 4 | 6 | 9 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 545778 | 530367 | -498882 | -21320 | 243685 | -578998 |
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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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