Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 681004.8842 | 601307.7308 | 79697.1534 | 3273696.8198 | 5230617.3645 | -1956920.5446 |
Total P&L (%) | 681.0049 | 601.3077 | 79.6972 | 3273.6968 | 5230.6174 | -1956.9205 |
Avg Daily Profit (%) | 0.2724 | 0.2405 | 0.0319 | 0.1408 | 0.1592 | 0 |
Buy And Hold Return (%) | 746.402 | 746.402 | 746.402 | 746.402 | 746.402 | 746.402 |
Max Trade Drawdown | -124225 | -80352 | -63817 | -3147972 | -704383 | -3156878 |
Profit Factor | 2.7119 | 4.0041 | 1.4032 | 1.6199 | 4.8428 | 0.5007 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 68.1159 | 64.7059 | 71.4286 | 68.1159 | 64.7059 | 71.4286 |
Ratio Avg Win / Avg Loss | 1.2694 | 2.184 | 0.5613 | 0.7583 | 2.6416 | 0.2003 |
Largest Winning Trade | 173572 | 173572 | 42919 | 3129685 | 3129685 | 340789 |
Largest Losing Trade | -63817 | -50818 | -63817 | -3147972 | -424480 | -3147972 |
Avg Bars in Trades | 139 | 227 | 54 | 139 | 227 | 54 |
Avg Bars in Winners | 125 | 203 | 56 | 125 | 203 | 56 |
Avg Bars in Losers | 171 | 271 | 50 | 171 | 271 | 50 |
Bars Traded | 9646 | 7722 | 1923 | 9646 | 7722 | 1923 |
Profit Streak | 116.0343 | 116.0343 | 127.7843 | 116.0343 | 116.0343 | 127.7843 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -255357 | -147876 | -313307 | -108506 | 641562 | -577050 |
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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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