Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 919724.788 | 787616.5155 | 132108.2725 | 10530201.103 | 16557491.4881 | -6027290.3851 |
Total P&L (%) | 919.7248 | 787.6165 | 132.1083 | 10530.2011 | 16557.4915 | -6027.2904 |
Avg Daily Profit (%) | 0.3678 | 0.315 | 0.0528 | 0.1868 | 0.2048 | 0 |
Buy And Hold Return (%) | 736.0824 | 736.0824 | 736.0824 | 736.0824 | 736.0824 | 736.0824 |
Max Trade Drawdown | -88969 | -54168 | -82572 | -8490960 | -3828549 | -10937030 |
Profit Factor | 3.4669 | 6.0998 | 1.6049 | 1.4405 | 2.9366 | 0.6074 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 55.2239 | 57.5758 | 52.9412 | 55.2239 | 57.5758 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.811 | 4.4946 | 1.4266 | 1.168 | 2.1638 | 0.5399 |
Largest Winning Trade | 341615 | 341615 | 49686 | 10280721 | 10280721 | 1764948 |
Largest Losing Trade | -75264 | -20949 | -75264 | -8125000 | -1933644 | -8125000 |
Avg Bars in Trades | 109 | 118 | 99 | 109 | 118 | 99 |
Avg Bars in Winners | 127 | 124 | 130 | 127 | 124 | 130 |
Avg Bars in Losers | 86 | 110 | 64 | 86 | 110 | 64 |
Bars Traded | 7304 | 3915 | 3389 | 7304 | 3915 | 3389 |
Profit Streak | 157.9426 | 162.6092 | 157.9426 | 157.9426 | 162.6092 | 157.9426 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -190997 | -124524 | -284889 | -110072 | 561937 | -579449 |
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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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