Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154454.5075 | 501937.5282 | -347483.0207 | 521927.7436 | -3770869.0492 | 4292796.7928 |
Total P&L (%) | 154.4545 | 501.9375 | -347.483 | 521.9277 | -3770.869 | 4292.7968 |
Avg Daily Profit (%) | 0.0849 | 0.2759 | -0.191 | 0.1005 | 0 | 0.2082 |
Buy And Hold Return (%) | 702.965 | 702.965 | 702.965 | 702.965 | 702.965 | 702.965 |
Max Trade Drawdown | -270807 | -100228 | -374435 | -3889466 | -5319774 | -1926252 |
Profit Factor | 1.1699 | 2.8402 | 0.4539 | 1.0403 | 0.5154 | 1.8315 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 34 | 14 | 20 | 32 | 13 | 19 |
Losing Trades | 33 | 19 | 14 | 35 | 20 | 15 |
Profitability (%) | 50.7463 | 42.4242 | 58.8235 | 47.7612 | 39.3939 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.1355 | 3.8545 | 0.3177 | 1.1379 | 0.7929 | 1.4459 |
Largest Winning Trade | 328638 | 328638 | 45415 | 6089269 | 1149326 | 6089269 |
Largest Losing Trade | -257701 | -67924 | -257701 | -2981940 | -2981940 | -1558169 |
Avg Bars in Trades | 52 | 60 | 43 | 52 | 60 | 43 |
Avg Bars in Winners | 48 | 59 | 41 | 47 | 49 | 45 |
Avg Bars in Losers | 55 | 61 | 47 | 56 | 67 | 41 |
Bars Traded | 3486 | 1996 | 1490 | 3486 | 1996 | 1490 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -399892 | -154640 | -579651 | -522455 | -584927 | 382361 |
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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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