Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 780021.2407 | 728104.5304 | 51916.7103 | 2586908.5347 | 3770352.402 | -1183443.8673 |
Total P&L (%) | 780.0212 | 728.1045 | 51.9167 | 2586.9085 | 3770.3524 | -1183.4439 |
Avg Daily Profit (%) | 0.3119 | 0.2912 | 0.0208 | 0.1317 | 0.1463 | 0 |
Buy And Hold Return (%) | 715.7096 | 715.7096 | 715.7096 | 715.7096 | 715.7096 | 715.7096 |
Max Trade Drawdown | -78141 | -35237 | -106552 | -2119276 | -476692 | -2693691 |
Profit Factor | 3.0919 | 5.5952 | 1.2421 | 1.5206 | 3.4835 | 0.6571 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 51.7241 | 51.1628 | 52.2727 | 51.7241 | 51.1628 | 52.2727 |
Ratio Avg Win / Avg Loss | 2.8858 | 5.3408 | 1.1341 | 1.4192 | 3.3251 | 0.5999 |
Largest Winning Trade | 326187 | 326187 | 44387 | 2809587 | 2809587 | 374161 |
Largest Losing Trade | -41290 | -20931 | -41290 | -1515736 | -410767 | -1515736 |
Avg Bars in Trades | 83 | 109 | 58 | 83 | 109 | 58 |
Avg Bars in Winners | 123 | 166 | 81 | 123 | 166 | 81 |
Avg Bars in Losers | 41 | 48 | 34 | 41 | 48 | 34 |
Bars Traded | 7270 | 4687 | 2584 | 7270 | 4687 | 2584 |
Profit Streak | 131.4168 | 131.4168 | 236.0835 | 131.4168 | 131.4168 | 236.0835 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121113 | -142571 | -329464 | -16129 | 322624 | -579070 |
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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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