Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 743532.6003 | 667502.1633 | 76030.4369 | 1667427.0008 | 8150883.4255 | -6483456.4247 |
Total P&L (%) | 743.5326 | 667.5022 | 76.0304 | 1667.427 | 8150.8834 | -6483.4564 |
Avg Daily Profit (%) | 0.2974 | 0.267 | 0.0304 | 0.115 | 0.1767 | 0 |
Buy And Hold Return (%) | 752.6316 | 752.6316 | 752.6316 | 752.6316 | 752.6316 | 752.6316 |
Max Trade Drawdown | -82523 | -38890 | -126592 | -5070405 | -1321521 | -7894387 |
Profit Factor | 2.5032 | 5.1722 | 1.2272 | 1.0864 | 2.7334 | 0.556 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 59.7701 | 59.0909 | 60.4651 | 59.7701 | 59.0909 | 60.4651 |
Ratio Avg Win / Avg Loss | 1.6849 | 3.5808 | 0.8024 | 0.7312 | 1.8923 | 0.3636 |
Largest Winning Trade | 168430 | 168430 | 51451 | 4023165 | 4023165 | 1516686 |
Largest Losing Trade | -78127 | -38890 | -78127 | -5009399 | -1321521 | -5009399 |
Avg Bars in Trades | 109 | 121 | 97 | 109 | 121 | 97 |
Avg Bars in Winners | 121 | 124 | 119 | 121 | 124 | 119 |
Avg Bars in Losers | 91 | 117 | 64 | 91 | 117 | 64 |
Bars Traded | 9542 | 5347 | 4195 | 9542 | 5347 | 4195 |
Profit Streak | 67.4756 | 73.2256 | 0 | 67.4756 | 73.2256 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150078 | -147451 | -318654 | -169706 | 534552 | -579370 |
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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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