Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 822065.2671 | 757199.2636 | 64866.0035 | 2889149.2664 | 5624271.3276 | -2735122.0612 |
Total P&L (%) | 822.0653 | 757.1993 | 64.866 | 2889.1493 | 5624.2713 | -2735.1221 |
Avg Daily Profit (%) | 0.3289 | 0.3029 | 0.026 | 0.136 | 0.1621 | 0 |
Buy And Hold Return (%) | 867.9003 | 867.9003 | 867.9003 | 867.9003 | 867.9003 | 867.9003 |
Max Trade Drawdown | -105500 | -49667 | -115321 | -3809600 | -1495948 | -5114101 |
Profit Factor | 2.7409 | 4.9551 | 1.231 | 1.2765 | 2.474 | 0.5878 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 50 | 48.4848 | 51.5152 | 50 | 48.4848 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.7409 | 5.2648 | 1.1586 | 1.2765 | 2.6286 | 0.5532 |
Largest Winning Trade | 291196 | 291196 | 60134 | 4153874 | 4153874 | 1045317 |
Largest Losing Trade | -59799 | -22279 | -59799 | -2479648 | -690836 | -2479648 |
Avg Bars in Trades | 223 | 220 | 225 | 223 | 220 | 225 |
Avg Bars in Winners | 279 | 277 | 281 | 279 | 277 | 281 |
Avg Bars in Losers | 166 | 167 | 166 | 166 | 167 | 166 |
Bars Traded | 14728 | 7282 | 7446 | 14728 | 7282 | 7446 |
Profit Streak | 76.8529 | 113.1862 | 76.8529 | 76.8529 | 113.1862 | 76.8529 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -278943 | -149149 | -323589 | -141439 | 433112 | -580048 |
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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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