Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411512.6864 | 466798.2053 | -55285.5189 | 11545009.9273 | 2148773.6598 | 9396236.2674 |
Total P&L (%) | 411.5127 | 466.7982 | -55.2855 | 11545.0099 | 2148.7737 | 9396.2363 |
Avg Daily Profit (%) | 0.1645 | 0.1866 | -0.0221 | 0.1904 | 0.1245 | 0.1822 |
Buy And Hold Return (%) | 969.6021 | 969.6021 | 969.6021 | 969.6021 | 969.6021 | 969.6021 |
Max Trade Drawdown | -274016 | -72364 | -275774 | -4026907 | -1660404 | -2461945 |
Profit Factor | 1.7101 | 5.4347 | 0.8834 | 3.2123 | 1.8838 | 4.3709 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 107 | 55 | 52 | 57 | 27 | 30 |
Losing Trades | 27 | 12 | 15 | 77 | 40 | 37 |
Profitability (%) | 79.8507 | 82.0896 | 77.6119 | 42.5373 | 40.2985 | 44.7761 |
Ratio Avg Win / Avg Loss | 0.4315 | 1.1857 | 0.2548 | 4.3394 | 2.7909 | 5.3908 |
Largest Winning Trade | 94757 | 94757 | 43956 | 8085467 | 1717561 | 8085467 |
Largest Losing Trade | -274016 | -49120 | -274016 | -1177708 | -483187 | -1177708 |
Avg Bars in Trades | 34 | 33 | 35 | 34 | 33 | 35 |
Avg Bars in Winners | 23 | 24 | 21 | 44 | 50 | 39 |
Avg Bars in Losers | 78 | 74 | 82 | 26 | 22 | 31 |
Bars Traded | 4605 | 2250 | 2355 | 4605 | 2250 | 2355 |
Profit Streak | 102.2123 | 102.2123 | 199.7123 | 102.2123 | 102.2123 | 341.7123 |
Trades During Streak | 2 | 1 | 6 | 2 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152536 | -263295 | -692440 | 450230 | -148369 | -102346 |
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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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