Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 771024.7701 | 694174.3219 | 76850.4482 | 592686.0728 | 7722074.12 | -7129388.0472 |
Total P&L (%) | 771.0248 | 694.1743 | 76.8504 | 592.6861 | 7722.0741 | -7129.388 |
Avg Daily Profit (%) | 0.3084 | 0.2776 | 0.0307 | 0.0774 | 0.1745 | 0 |
Buy And Hold Return (%) | 722.4526 | 722.4526 | 722.4526 | 722.4526 | 722.4526 | 722.4526 |
Max Trade Drawdown | -138575 | -59584 | -111123 | -8600679 | -905626 | -8437184 |
Profit Factor | 2.4781 | 4.3114 | 1.2463 | 1.0489 | 4.3926 | 0.2758 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 60.8247 | 62.5 | 59.1837 | 60.8247 | 62.5 | 59.1837 |
Ratio Avg Win / Avg Loss | 1.5961 | 2.5868 | 0.8595 | 0.6756 | 2.6356 | 0.1902 |
Largest Winning Trade | 164082 | 164082 | 62568 | 5582288 | 5582288 | 571479 |
Largest Losing Trade | -92974 | -52282 | -92974 | -8353199 | -749770 | -8353199 |
Avg Bars in Trades | 74 | 81 | 67 | 74 | 81 | 67 |
Avg Bars in Winners | 84 | 82 | 87 | 84 | 82 | 87 |
Avg Bars in Losers | 57 | 78 | 38 | 57 | 78 | 38 |
Bars Traded | 7195 | 3898 | 3297 | 7195 | 3898 | 3297 |
Profit Streak | 127.4162 | 127.4162 | 128.4162 | 127.4162 | 127.4162 | 128.4162 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128161 | -147510 | -317267 | -420311 | 628034 | -578532 |
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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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