Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 748500.6846 | 677019.0766 | 71481.608 | 3106069.2039 | 7565461.8882 | -4459392.6843 |
Total P&L (%) | 748.5007 | 677.0191 | 71.4816 | 3106.0692 | 7565.4619 | -4459.3927 |
Avg Daily Profit (%) | 0.2994 | 0.2708 | 0.0286 | 0.1388 | 0.1737 | 0 |
Buy And Hold Return (%) | 888.2243 | 888.2243 | 888.2243 | 888.2243 | 888.2243 | 888.2243 |
Max Trade Drawdown | -122643 | -57345 | -127467 | -4330630 | -2266871 | -6520616 |
Profit Factor | 2.864 | 5.6165 | 1.2804 | 1.2156 | 2.7353 | 0.556 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 52.8571 | 48.5714 | 57.1429 | 52.8571 | 48.5714 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.5544 | 5.9469 | 0.9603 | 1.0842 | 2.8961 | 0.417 |
Largest Winning Trade | 298475 | 298475 | 41302 | 4802467 | 4802467 | 1029909 |
Largest Losing Trade | -62096 | -31171 | -62096 | -3514486 | -1620375 | -3514486 |
Avg Bars in Trades | 99 | 132 | 66 | 99 | 132 | 66 |
Avg Bars in Winners | 130 | 177 | 90 | 130 | 177 | 90 |
Avg Bars in Losers | 64 | 89 | 34 | 64 | 89 | 34 |
Bars Traded | 6964 | 4639 | 2325 | 6964 | 4639 | 2325 |
Profit Streak | 65.4157 | 113.749 | 0 | 65.4157 | 113.749 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -248993 | -148495 | -321251 | -108017 | 483293 | -579861 |
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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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