Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 747032.5462 | 648248.47 | 98784.0762 | -4169929.6002 | 10660714.9116 | -14830644.5118 |
Total P&L (%) | 747.0325 | 648.2485 | 98.7841 | -4169.9296 | 10660.7149 | -14830.6445 |
Avg Daily Profit (%) | 0.2988 | 0.2593 | 0.0395 | 0 | 0.1873 | 0 |
Buy And Hold Return (%) | 856.1796 | 856.1796 | 856.1796 | 856.1796 | 856.1796 | 856.1796 |
Max Trade Drawdown | -115097 | -79312 | -121935 | -18750978 | -1504333 | -18018357 |
Profit Factor | 3.1757 | 5.6786 | 1.4824 | 0.8177 | 4.5291 | 0.2531 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 48 | 23 | 25 | 48 | 24 | 24 |
Losing Trades | 15 | 8 | 7 | 15 | 7 | 8 |
Profitability (%) | 76.1905 | 74.1935 | 78.125 | 76.1905 | 77.4194 | 75 |
Ratio Avg Win / Avg Loss | 0.9924 | 1.9752 | 0.4151 | 0.2555 | 1.321 | 0.0844 |
Largest Winning Trade | 163905 | 163905 | 58226 | 6317114 | 6317114 | 1449312 |
Largest Losing Trade | -114877 | -50245 | -114877 | -16779117 | -1366910 | -16779117 |
Avg Bars in Trades | 111 | 153 | 69 | 111 | 153 | 69 |
Avg Bars in Winners | 90 | 120 | 63 | 90 | 122 | 59 |
Avg Bars in Losers | 175 | 248 | 92 | 176 | 261 | 100 |
Bars Traded | 6994 | 4770 | 2224 | 6994 | 4770 | 2224 |
Profit Streak | 0 | 0 | 0 | 15.0525 | 54.3859 | 15.0525 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -301209 | -145844 | -302761 | -727310 | 660397 | -576983 |
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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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