Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 961163.8926 | 825589.7172 | 135574.1754 | 15581549.3442 | 13356354.6721 | 2225194.6721 |
Total P&L (%) | 961.1639 | 825.5897 | 135.5742 | 15581.5493 | 13356.3547 | 2225.1947 |
Avg Daily Profit (%) | 0.3844 | 0.3302 | 0.0542 | 0.2024 | 0.1962 | 0.1259 |
Buy And Hold Return (%) | 823.0341 | 823.0341 | 823.0341 | 823.0341 | 823.0341 | 823.0341 |
Max Trade Drawdown | -91591 | -69690 | -47748 | -1870913 | -1003530 | -1144940 |
Profit Factor | 3.7815 | 6.0191 | 1.7488 | 4.6309 | 7.0093 | 2.0756 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 58.5714 | 54.2857 | 62.8571 | 58.5714 | 54.2857 | 62.8571 |
Ratio Avg Win / Avg Loss | 2.6748 | 5.0687 | 1.0334 | 3.2755 | 5.9025 | 1.2265 |
Largest Winning Trade | 376933 | 376933 | 47292 | 7499784 | 7499784 | 1417677 |
Largest Losing Trade | -47748 | -46431 | -47748 | -885856 | -840215 | -885856 |
Avg Bars in Trades | 99 | 132 | 66 | 99 | 132 | 66 |
Avg Bars in Winners | 110 | 144 | 81 | 110 | 144 | 81 |
Avg Bars in Losers | 83 | 118 | 40 | 83 | 118 | 40 |
Bars Traded | 6966 | 4653 | 2313 | 6966 | 4653 | 2313 |
Profit Streak | 114.5988 | 114.5988 | 419.2654 | 114.5988 | 114.5988 | 419.2654 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -193479 | -146023 | -281086 | -80848 | 635157 | -22042 |
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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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