Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 946298.2051 | 838574.6449 | 107723.5602 | 10495613.9151 | 12740507.3222 | -2244893.407 |
Total P&L (%) | 946.2982 | 838.5746 | 107.7236 | 10495.6139 | 12740.5073 | -2244.8934 |
Avg Daily Profit (%) | 0.3782 | 0.3352 | 0.0431 | 0.1865 | 0.1942 | 0 |
Buy And Hold Return (%) | 825.1402 | 825.1402 | 825.1402 | 825.1402 | 825.1402 | 825.1402 |
Max Trade Drawdown | -136669 | -112149 | -89334 | -8439689 | -6137995 | -6162248 |
Profit Factor | 3.0086 | 5.2313 | 1.3947 | 1.5368 | 2.4697 | 0.7937 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Losing Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Profitability (%) | 43.6782 | 50 | 37.2093 | 43.6782 | 50 | 37.2093 |
Ratio Avg Win / Avg Loss | 3.8795 | 5.2313 | 2.3535 | 1.9817 | 2.4697 | 1.3394 |
Largest Winning Trade | 323583 | 323583 | 53830 | 7263322 | 7263322 | 1976547 |
Largest Losing Trade | -51112 | -26506 | -51112 | -3173630 | -1405069 | -3173630 |
Avg Bars in Trades | 80 | 71 | 90 | 80 | 71 | 90 |
Avg Bars in Winners | 118 | 91 | 154 | 118 | 91 | 154 |
Avg Bars in Losers | 52 | 52 | 52 | 52 | 52 | 52 |
Bars Traded | 7045 | 3153 | 3892 | 7045 | 3153 | 3892 |
Profit Streak | 162.2335 | 176.5668 | 162.2335 | 162.2335 | 176.5668 | 162.2335 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105661 | -142526 | -303748 | 348913 | 494042 | -583456 |
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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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