Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 750434.7798 | 695324.5565 | 55110.2233 | 1919565.7812 | 4436330.6194 | -2516764.8383 |
Total P&L (%) | 750.4348 | 695.3246 | 55.1102 | 1919.5658 | 4436.3306 | -2516.7648 |
Avg Daily Profit (%) | 0.3001 | 0.2781 | 0.022 | 0.1203 | 0.1527 | 0 |
Buy And Hold Return (%) | 953.0927 | 953.0927 | 953.0927 | 953.0927 | 953.0927 | 953.0927 |
Max Trade Drawdown | -99217 | -43771 | -112624 | -2402114 | -718481 | -3165202 |
Profit Factor | 2.4417 | 4.7111 | 1.1654 | 1.2552 | 3.1124 | 0.5358 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 50.6494 | 51.2821 | 50 | 50.6494 | 51.2821 | 50 |
Ratio Avg Win / Avg Loss | 2.3791 | 4.4756 | 1.1654 | 1.223 | 2.9568 | 0.5358 |
Largest Winning Trade | 314469 | 314469 | 55031 | 1714846 | 1714846 | 632261 |
Largest Losing Trade | -71582 | -19422 | -71582 | -2109851 | -311736 | -2109851 |
Avg Bars in Trades | 62 | 60 | 63 | 62 | 60 | 63 |
Avg Bars in Winners | 87 | 88 | 86 | 87 | 88 | 86 |
Avg Bars in Losers | 36 | 32 | 41 | 36 | 32 | 41 |
Bars Traded | 4801 | 2371 | 2430 | 4801 | 2371 | 2430 |
Profit Streak | 166.3055 | 166.3055 | 238.3055 | 166.3055 | 166.3055 | 238.3055 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -197042 | -148335 | -366400 | -83829 | 471367 | -579410 |
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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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