Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 868632.5758 | 732317.2018 | 136315.374 | 6650536.109 | 9571911.1161 | -2921375.007 |
Total P&L (%) | 868.6326 | 732.3172 | 136.3154 | 6650.5361 | 9571.9111 | -2921.375 |
Avg Daily Profit (%) | 0.3473 | 0.2928 | 0.0545 | 0.1685 | 0.1829 | 0 |
Buy And Hold Return (%) | 832.8118 | 832.8118 | 832.8118 | 832.8118 | 832.8118 | 832.8118 |
Max Trade Drawdown | -135435 | -45780 | -115187 | -2715556 | -446563 | -4152604 |
Profit Factor | 3.1284 | 6.053 | 1.518 | 1.9145 | 8.4294 | 0.5118 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 61.4458 | 60.9756 | 61.9048 | 61.4458 | 60.9756 | 61.9048 |
Ratio Avg Win / Avg Loss | 1.9629 | 3.8739 | 0.9341 | 1.2013 | 5.3948 | 0.3149 |
Largest Winning Trade | 271258 | 271258 | 42757 | 4421104 | 4421104 | 564866 |
Largest Losing Trade | -78315 | -26914 | -78315 | -2386089 | -446563 | -2386089 |
Avg Bars in Trades | 84 | 94 | 74 | 84 | 94 | 74 |
Avg Bars in Winners | 97 | 106 | 89 | 97 | 106 | 89 |
Avg Bars in Losers | 63 | 75 | 51 | 63 | 75 | 51 |
Bars Traded | 7017 | 3876 | 3141 | 7017 | 3876 | 3141 |
Profit Streak | 0 | 216.285 | 0 | 0 | 216.285 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -136638 | -145985 | -284585 | 387972 | 678727 | -579191 |
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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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