Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 658728.2665 | 533659.4853 | 125068.7811 | 3566370.7575 | 2589184.3248 | 977186.4327 |
Total P&L (%) | 658.7283 | 533.6595 | 125.0688 | 3566.3708 | 2589.1843 | 977.1864 |
Avg Daily Profit (%) | 0.528 | 0.4277 | 0.1002 | 0.2891 | 0.2642 | 0.1907 |
Buy And Hold Return (%) | 120.1673 | 120.1673 | 120.1673 | 120.1673 | 120.1673 | 120.1673 |
Max Trade Drawdown | -95461 | -70985 | -64500 | -11182344 | -7446521 | -6280661 |
Profit Factor | 2.5179 | 3.3307 | 1.6101 | 1.1108 | 1.1512 | 1.0649 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 64.3678 | 65.9091 | 62.7907 | 64.3678 | 65.9091 | 62.7907 |
Ratio Avg Win / Avg Loss | 1.3938 | 1.7228 | 0.9541 | 0.6149 | 0.5955 | 0.6311 |
Largest Winning Trade | 256616 | 256616 | 37291 | 3456854 | 3456854 | 2930019 |
Largest Losing Trade | -49237 | -46012 | -49237 | -3856333 | -3856333 | -3750452 |
Avg Bars in Trades | 39 | 45 | 33 | 39 | 45 | 33 |
Avg Bars in Winners | 34 | 42 | 25 | 34 | 42 | 25 |
Avg Bars in Losers | 48 | 51 | 47 | 48 | 51 | 47 |
Bars Traded | 3447 | 2009 | 1438 | 3447 | 2009 | 1438 |
Profit Streak | 51.4639 | 62.4639 | 0 | 51.4639 | 62.4639 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 592334 | 619282 | -210259 | -88525 | -44593 | -141108 |
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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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