Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 784258.3961 | 664414.1518 | 119844.2443 | 10559677.1202 | 6558044.9164 | 4001632.2038 |
Total P&L (%) | 784.2584 | 664.4142 | 119.8442 | 10559.6771 | 6558.0449 | 4001.6322 |
Avg Daily Profit (%) | 0.313 | 0.2652 | 0.0478 | 0.1865 | 0.1677 | 0.1484 |
Buy And Hold Return (%) | 1397.1578 | 1397.1578 | 1397.1578 | 1397.1578 | 1397.1578 | 1397.1578 |
Max Trade Drawdown | -78318 | -35132 | -48359 | -2339554 | -2339554 | -478913 |
Profit Factor | 3.9654 | 5.4864 | 2.0298 | 3.3583 | 2.8694 | 5.1274 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Losing Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Profitability (%) | 50.6849 | 58.3333 | 43.2432 | 50.6849 | 58.3333 | 43.2432 |
Ratio Avg Win / Avg Loss | 3.8582 | 3.9189 | 2.6642 | 3.2675 | 2.0495 | 6.7297 |
Largest Winning Trade | 258813 | 258813 | 43439 | 6679606 | 6679606 | 2348126 |
Largest Losing Trade | -34523 | -23190 | -34523 | -2339554 | -2339554 | -137955 |
Avg Bars in Trades | 119 | 190 | 49 | 119 | 190 | 49 |
Avg Bars in Winners | 159 | 229 | 67 | 159 | 229 | 67 |
Avg Bars in Losers | 77 | 134 | 36 | 77 | 134 | 36 |
Bars Traded | 8687 | 6843 | 1844 | 8687 | 6843 | 1844 |
Profit Streak | 280.6781 | 0 | 467.4281 | 280.6781 | 0 | 467.4281 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -225337 | -147952 | -292604 | -61256 | 457648 | 302941 |
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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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