Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 800755.9548 | 711224.7081 | 89531.2467 | 6497315.1889 | 5636848.1534 | 860467.0355 |
Total P&L (%) | 800.756 | 711.2247 | 89.5312 | 6497.3152 | 5636.8482 | 860.467 |
Avg Daily Profit (%) | 0.3203 | 0.2845 | 0.0358 | 0.1677 | 0.1621 | 0.0905 |
Buy And Hold Return (%) | 945.7391 | 945.7391 | 945.7391 | 945.7391 | 945.7391 | 945.7391 |
Max Trade Drawdown | -95421 | -56936 | -63315 | -890014 | -490973 | -622196 |
Profit Factor | 3.0237 | 4.8713 | 1.4224 | 4.2221 | 7.3617 | 1.7612 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Losing Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Profitability (%) | 58.3333 | 63.8889 | 52.7778 | 58.3333 | 63.8889 | 52.7778 |
Ratio Avg Win / Avg Loss | 2.1598 | 2.7533 | 1.2726 | 3.0158 | 4.161 | 1.5758 |
Largest Winning Trade | 319217 | 319217 | 51154 | 2619614 | 2619614 | 507532 |
Largest Losing Trade | -54205 | -54205 | -42904 | -412890 | -412890 | -344929 |
Avg Bars in Trades | 98 | 132 | 64 | 98 | 132 | 64 |
Avg Bars in Winners | 116 | 144 | 83 | 116 | 144 | 83 |
Avg Bars in Losers | 73 | 111 | 44 | 73 | 111 | 44 |
Bars Traded | 7105 | 4770 | 2335 | 7105 | 4770 | 2335 |
Profit Streak | 219.0668 | 429.0668 | 219.0668 | 219.0668 | 429.0668 | 219.0668 |
Trades During Streak | 7 | 6 | 3 | 7 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -231900 | -146125 | -308293 | -66064 | 674681 | -232420 |
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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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