Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 878246.227 | 770922.869 | 107323.358 | 2847742.4317 | 1728844.7197 | 1118897.712 |
Total P&L (%) | 878.2462 | 770.9229 | 107.3234 | 2847.7424 | 1728.8447 | 1118.8977 |
Avg Daily Profit (%) | 0.3513 | 0.3084 | 0.0429 | 0.1355 | 0.1163 | 0.1001 |
Buy And Hold Return (%) | 221.4286 | 221.4286 | 221.4286 | 221.4286 | 221.4286 | 221.4286 |
Max Trade Drawdown | -101747 | -100278 | -20222 | -1588828 | -1247722 | -341106 |
Profit Factor | 3.2407 | 3.2813 | 2.9868 | 1.7314 | 1.5106 | 3.2057 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 58.7302 | 51.6129 | 65.625 | 58.7302 | 51.6129 | 65.625 |
Ratio Avg Win / Avg Loss | 2.2772 | 3.0762 | 1.5645 | 1.2167 | 1.4162 | 1.6792 |
Largest Winning Trade | 476148 | 476148 | 29042 | 2076991 | 2076991 | 596374 |
Largest Losing Trade | -56824 | -56824 | -10561 | -1247722 | -1247722 | -341106 |
Avg Bars in Trades | 150 | 292 | 14 | 150 | 292 | 14 |
Avg Bars in Winners | 80 | 168 | 13 | 80 | 168 | 13 |
Avg Bars in Losers | 251 | 424 | 15 | 251 | 424 | 15 |
Bars Traded | 9508 | 9054 | 454 | 9508 | 9054 | 454 |
Profit Streak | 5.9782 | 0 | 254.7282 | 5.9782 | 0 | 254.7282 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135896 | 458035 | -292011 | -158789 | -35743 | -50496 |
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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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