Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 705199.3213 | 636333.5804 | 68865.7408 | 2559956.3276 | 8961047.3558 | -6401091.0283 |
Total P&L (%) | 705.1993 | 636.3336 | 68.8657 | 2559.9563 | 8961.0474 | -6401.091 |
Avg Daily Profit (%) | 0.282 | 0.2545 | 0.0275 | 0.1313 | 0.1804 | 0 |
Buy And Hold Return (%) | 876.9048 | 876.9048 | 876.9048 | 876.9048 | 876.9048 | 876.9048 |
Max Trade Drawdown | -91364 | -58660 | -115034 | -7777216 | -914651 | -8732325 |
Profit Factor | 2.4451 | 5.2183 | 1.2043 | 1.2145 | 6.2114 | 0.3734 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 64.3678 | 67.4419 | 61.3636 | 64.3678 | 67.4419 | 61.3636 |
Ratio Avg Win / Avg Loss | 1.3535 | 2.5192 | 0.7582 | 0.6723 | 2.9986 | 0.2351 |
Largest Winning Trade | 190244 | 190244 | 63617 | 5211572 | 5211572 | 1059090 |
Largest Losing Trade | -70513 | -42993 | -70513 | -5802820 | -914651 | -5802820 |
Avg Bars in Trades | 80 | 87 | 74 | 80 | 87 | 74 |
Avg Bars in Winners | 81 | 68 | 95 | 81 | 68 | 95 |
Avg Bars in Losers | 80 | 128 | 39 | 80 | 128 | 39 |
Bars Traded | 7035 | 3778 | 3256 | 7035 | 3778 | 3256 |
Profit Streak | 62.9077 | 0 | 63.5744 | 62.9077 | 0 | 63.5744 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150558 | -147007 | -321937 | -19672 | 673573 | -578687 |
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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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