Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 625546.4587 | 535522.412 | 90024.0467 | 8583614.5722 | 9020870.7607 | -437256.1885 |
Total P&L (%) | 625.5465 | 535.5224 | 90.024 | 8583.6146 | 9020.8708 | -437.2562 |
Avg Daily Profit (%) | 0.2502 | 0.2142 | 0.036 | 0.1787 | 0.1807 | 0 |
Buy And Hold Return (%) | 1402.4412 | 1402.4412 | 1402.4412 | 1402.4412 | 1402.4412 | 1402.4412 |
Max Trade Drawdown | -42565 | -29790 | -58242 | -1515221 | -1047392 | -2320757 |
Profit Factor | 4.4758 | 9.3974 | 1.7747 | 2.7814 | 6.1459 | 0.8574 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 34 | 22 | 12 | 34 | 22 | 12 |
Losing Trades | 29 | 10 | 19 | 29 | 10 | 19 |
Profitability (%) | 53.9683 | 68.75 | 38.7097 | 53.9683 | 68.75 | 38.7097 |
Ratio Avg Win / Avg Loss | 3.8176 | 4.2715 | 2.81 | 2.3724 | 2.7936 | 1.3575 |
Largest Winning Trade | 178375 | 178375 | 47808 | 2264740 | 2264740 | 748272 |
Largest Losing Trade | -30436 | -14485 | -30436 | -480148 | -480148 | -404025 |
Avg Bars in Trades | 74 | 117 | 30 | 74 | 117 | 30 |
Avg Bars in Winners | 106 | 140 | 43 | 106 | 140 | 43 |
Avg Bars in Losers | 37 | 67 | 21 | 37 | 67 | 21 |
Bars Traded | 4695 | 3764 | 931 | 4695 | 3764 | 931 |
Profit Streak | 87.6665 | 266.1665 | 0 | 87.6665 | 266.1665 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -299827 | -145722 | -311635 | -137349 | 698062 | -583541 |
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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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