Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 793522.3045 | 687391.8212 | 106130.4833 | 5617648.79 | 6317180.4607 | -699531.6707 |
Total P&L (%) | 793.5223 | 687.3918 | 106.1305 | 5617.6488 | 6317.1805 | -699.5317 |
Avg Daily Profit (%) | 0.3173 | 0.2749 | 0.0424 | 0.1619 | 0.1666 | 0 |
Buy And Hold Return (%) | 741.0168 | 741.0168 | 741.0168 | 741.0168 | 741.0168 | 741.0168 |
Max Trade Drawdown | -73068 | -72377 | -48259 | -2980336 | -981263 | -1999072 |
Profit Factor | 3.0319 | 3.9333 | 1.6794 | 2.3542 | 4.4223 | 0.6962 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 58.209 | 51.5152 | 64.7059 | 58.209 | 51.5152 | 64.7059 |
Ratio Avg Win / Avg Loss | 2.1767 | 3.702 | 0.9161 | 1.6902 | 4.1622 | 0.3797 |
Largest Winning Trade | 289728 | 289728 | 40095 | 4994069 | 4994069 | 526556 |
Largest Losing Trade | -43400 | -43400 | -36153 | -1100794 | -774733 | -1100794 |
Avg Bars in Trades | 101 | 128 | 75 | 101 | 128 | 75 |
Avg Bars in Winners | 101 | 127 | 81 | 101 | 127 | 81 |
Avg Bars in Losers | 101 | 129 | 65 | 101 | 129 | 65 |
Bars Traded | 6801 | 4224 | 2577 | 6801 | 4224 | 2577 |
Profit Streak | 99.0074 | 134.0074 | 99.0074 | 99.0074 | 134.0074 | 99.0074 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -247878 | -149346 | -299143 | -106781 | 571093 | -578328 |
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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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