Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 785640.3227 | 689933.1318 | 95707.1909 | -2359296.3188 | 19825875.0444 | -22185171.3632 |
Total P&L (%) | 785.6403 | 689.9331 | 95.7072 | -2359.2963 | 19825.875 | -22185.1714 |
Avg Daily Profit (%) | 0.3142 | 0.2759 | 0.0383 | 0 | 0.212 | 0 |
Buy And Hold Return (%) | 818.6528 | 818.6528 | 818.6528 | 818.6528 | 818.6528 | 818.6528 |
Max Trade Drawdown | -126789 | -53867 | -136165 | -21902798 | -4898919 | -30725169 |
Profit Factor | 2.9945 | 6.9309 | 1.3448 | 0.9445 | 3.6929 | 0.3692 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 41 | 21 | 20 | 40 | 21 | 19 |
Losing Trades | 19 | 9 | 10 | 20 | 9 | 11 |
Profitability (%) | 68.3333 | 70 | 66.6667 | 66.6667 | 70 | 63.3333 |
Ratio Avg Win / Avg Loss | 1.3877 | 2.9704 | 0.6724 | 0.4723 | 1.5827 | 0.2138 |
Largest Winning Trade | 165295 | 165295 | 48393 | 12239129 | 12239129 | 1861710 |
Largest Losing Trade | -108163 | -38063 | -108163 | -21247176 | -3435482 | -21247176 |
Avg Bars in Trades | 115 | 120 | 110 | 115 | 120 | 110 |
Avg Bars in Winners | 125 | 117 | 133 | 128 | 124 | 134 |
Avg Bars in Losers | 96 | 129 | 66 | 89 | 113 | 70 |
Bars Traded | 6952 | 3624 | 3328 | 6952 | 3624 | 3328 |
Profit Streak | 112.6873 | 112.6873 | 189.0207 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -322320 | -145454 | -306154 | -752117 | 630778 | -579097 |
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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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