Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607214.2384 | 525009.7491 | 82204.4892 | 3003810.8449 | 5641166.388 | -2637355.5431 |
Total P&L (%) | 607.2142 | 525.0097 | 82.2045 | 3003.8108 | 5641.1664 | -2637.3555 |
Avg Daily Profit (%) | 0.2428 | 0.2099 | 0.0329 | 0.1374 | 0.1621 | 0 |
Buy And Hold Return (%) | 839.1759 | 839.1759 | 839.1759 | 839.1759 | 839.1759 | 839.1759 |
Max Trade Drawdown | -85500 | -82906 | -88895 | -4140508 | -1344344 | -4562935 |
Profit Factor | 3.107 | 4.8455 | 1.542 | 1.4426 | 4.3696 | 0.4842 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 62.2951 | 60 | 64.5161 | 62.2951 | 60 | 64.5161 |
Ratio Avg Win / Avg Loss | 1.8806 | 3.2303 | 0.8481 | 0.8731 | 2.9131 | 0.2663 |
Largest Winning Trade | 150679 | 150679 | 39436 | 3578228 | 3578228 | 446130 |
Largest Losing Trade | -62335 | -41383 | -62335 | -3140316 | -682357 | -3140316 |
Avg Bars in Trades | 112 | 200 | 26 | 112 | 200 | 26 |
Avg Bars in Winners | 75 | 128 | 27 | 75 | 128 | 27 |
Avg Bars in Losers | 172 | 307 | 25 | 172 | 307 | 25 |
Bars Traded | 6833 | 6006 | 827 | 6833 | 6006 | 827 |
Profit Streak | 32.3402 | 0 | 36.6736 | 32.3402 | 0 | 36.6736 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -315303 | -148724 | -312199 | -176298 | 579956 | -578114 |
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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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