Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1532916.3716 | 1548856.4165 | -15940.0449 | 198246.2781 | 1053969.5705 | -855723.2923 |
Total P&L (%) | 1532.9164 | 1548.8564 | -15.94 | 198.2463 | 1053.9696 | -855.7233 |
Avg Daily Profit (%) | 0.6607 | 0.6676 | -0.0069 | 0.0471 | 0.1055 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138658 | -62781 | -170553 | -1531133 | -716228 | -1108045 |
Profit Factor | 3.6016 | 7.4591 | 0.9544 | 1.0608 | 1.7417 | 0.5345 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 50.7246 | 54.2857 | 47.0588 | 50.7246 | 54.2857 | 47.0588 |
Ratio Avg Win / Avg Loss | 3.4987 | 6.2813 | 1.0737 | 1.0305 | 1.4667 | 0.6014 |
Largest Winning Trade | 1426250 | 1426250 | 86268 | 1608313 | 1608313 | 285528 |
Largest Losing Trade | -62008 | -57793 | -62008 | -655011 | -655011 | -334593 |
Avg Bars in Trades | 92 | 66 | 118 | 92 | 66 | 118 |
Avg Bars in Winners | 128 | 96 | 165 | 128 | 96 | 165 |
Avg Bars in Losers | 54 | 30 | 76 | 54 | 30 | 76 |
Bars Traded | 6353 | 2321 | 4032 | 6353 | 2321 | 4032 |
Profit Streak | 56.278 | 67.278 | 56.278 | 56.278 | 67.278 | 56.278 |
Trades During Streak | 9 | 5 | 4 | 9 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -85517 | 813486 | -578810 | -387875 | -47527 | -580476 |
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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) |
---|