Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 881900.8906 | 755459.1027 | 126441.7878 | 4849167.2919 | 8265273.9132 | -3416106.6213 |
Total P&L (%) | 881.9009 | 755.4591 | 126.4418 | 4849.1673 | 8265.2739 | -3416.1066 |
Avg Daily Profit (%) | 0.3527 | 0.3021 | 0.0506 | 0.1562 | 0.1772 | 0 |
Buy And Hold Return (%) | 698.255 | 698.255 | 698.255 | 698.255 | 698.255 | 698.255 |
Max Trade Drawdown | -94381 | -59471 | -102214 | -5663516 | -605678 | -5860882 |
Profit Factor | 3.3405 | 6.5207 | 1.5269 | 1.5639 | 6.0513 | 0.5094 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 19 | 9 | 10 | 19 | 9 | 10 |
Profitability (%) | 68.8525 | 70 | 67.7419 | 68.8525 | 70 | 67.7419 |
Ratio Avg Win / Avg Loss | 1.5112 | 2.7946 | 0.7271 | 0.7075 | 2.5934 | 0.2426 |
Largest Winning Trade | 164690 | 164690 | 62153 | 4743839 | 4743839 | 609312 |
Largest Losing Trade | -83729 | -54844 | -83729 | -5663516 | -526359 | -5663516 |
Avg Bars in Trades | 118 | 123 | 113 | 118 | 123 | 113 |
Avg Bars in Winners | 109 | 111 | 108 | 109 | 111 | 108 |
Avg Bars in Losers | 138 | 152 | 126 | 138 | 152 | 126 |
Bars Traded | 7243 | 3713 | 3530 | 7243 | 3713 | 3530 |
Profit Streak | 137.2997 | 137.2997 | 252.9664 | 137.2997 | 137.2997 | 252.9664 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -230428 | -119736 | -287741 | -154548 | 701500 | -577165 |
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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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