Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 804514.0984 | 743320.6099 | 61193.4885 | 3588469.4263 | 7379680.2066 | -3791210.7803 |
Total P&L (%) | 804.5141 | 743.3206 | 61.1935 | 3588.4694 | 7379.6802 | -3791.2108 |
Avg Daily Profit (%) | 0.3218 | 0.2973 | 0.0245 | 0.1444 | 0.1727 | 0 |
Buy And Hold Return (%) | 991.8059 | 991.8059 | 991.8059 | 991.8059 | 991.8059 | 991.8059 |
Max Trade Drawdown | -95685 | -83540 | -77110 | -5628724 | -1656201 | -5055753 |
Profit Factor | 2.7044 | 4.5477 | 1.2331 | 1.3131 | 2.6988 | 0.4672 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 50.6667 | 50 | 51.3514 | 50.6667 | 50 | 51.3514 |
Ratio Avg Win / Avg Loss | 2.6332 | 4.5477 | 1.1682 | 1.2786 | 2.6988 | 0.4426 |
Largest Winning Trade | 305613 | 305613 | 47818 | 6165327 | 6165327 | 604164 |
Largest Losing Trade | -46045 | -23883 | -46045 | -3767749 | -1054442 | -3767749 |
Avg Bars in Trades | 94 | 96 | 92 | 94 | 96 | 92 |
Avg Bars in Winners | 118 | 117 | 119 | 118 | 117 | 119 |
Avg Bars in Losers | 70 | 76 | 63 | 70 | 76 | 63 |
Bars Traded | 7093 | 3685 | 3408 | 7093 | 3685 | 3408 |
Profit Streak | 143.8442 | 160.8442 | 143.8442 | 143.8442 | 160.8442 | 143.8442 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -211379 | -148466 | -325524 | -62097 | 501549 | -580025 |
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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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