Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 466405.5032 | 474654.1957 | -8248.6925 | 2852412.522 | 2933631.2472 | -81218.7252 |
Total P&L (%) | 466.4055 | 474.6542 | -8.2487 | 2852.4125 | 2933.6312 | -81.2187 |
Avg Daily Profit (%) | 0.2239 | 0.2279 | -0.004 | 0.1627 | 0.164 | -0.0803 |
Buy And Hold Return (%) | 1755.0725 | 1755.0725 | 1755.0725 | 1755.0725 | 1755.0725 | 1755.0725 |
Max Trade Drawdown | -54203 | -51906 | -9203 | -465324 | -447378 | -92927 |
Profit Factor | 6.2333 | 7.3562 | 0.429 | 4.5568 | 5.3257 | 0.3439 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 35 | 24 | 11 | 35 | 24 | 11 |
Losing Trades | 28 | 7 | 21 | 28 | 7 | 21 |
Profitability (%) | 55.5556 | 77.4194 | 34.375 | 55.5556 | 77.4194 | 34.375 |
Ratio Avg Win / Avg Loss | 4.9867 | 2.1456 | 0.819 | 3.6454 | 1.5533 | 0.6565 |
Largest Winning Trade | 159909 | 159909 | 1496 | 639764 | 639764 | 9032 |
Largest Losing Trade | -35297 | -35297 | -1464 | -346006 | -346006 | -27460 |
Avg Bars in Trades | 375 | 761 | 1 | 375 | 761 | 1 |
Avg Bars in Winners | 456 | 665 | 1 | 456 | 665 | 1 |
Avg Bars in Losers | 274 | 1090 | 2 | 274 | 1090 | 2 |
Bars Traded | 23668 | 23607 | 61 | 23668 | 23607 | 61 |
Profit Streak | 84.093 | 557.4264 | 84.093 | 84.093 | 557.4264 | 84.093 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -298741 | -144473 | -585495 | -143516 | 417645 | -586050 |
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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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