Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 750027.4686 | 660876.8732 | 89150.5954 | 2330756.8785 | 11583567.4964 | -9252810.6179 |
Total P&L (%) | 750.0275 | 660.8769 | 89.1506 | 2330.7569 | 11583.5675 | -9252.8106 |
Avg Daily Profit (%) | 0.3 | 0.2644 | 0.0357 | 0.1277 | 0.1906 | 0 |
Buy And Hold Return (%) | 696.5792 | 696.5792 | 696.5792 | 696.5792 | 696.5792 | 696.5792 |
Max Trade Drawdown | -108841 | -75301 | -95701 | -11580229 | -1598655 | -11598769 |
Profit Factor | 2.6883 | 4.9132 | 1.3237 | 1.132 | 4.1986 | 0.3411 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Losing Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Profitability (%) | 61.3333 | 67.5676 | 55.2632 | 61.3333 | 67.5676 | 55.2632 |
Ratio Avg Win / Avg Loss | 1.6948 | 2.3584 | 1.0716 | 0.7136 | 2.0153 | 0.2761 |
Largest Winning Trade | 178236 | 178236 | 56560 | 8428124 | 8428124 | 735449 |
Largest Losing Trade | -84489 | -50851 | -84489 | -11116097 | -860202 | -11116097 |
Avg Bars in Trades | 62 | 72 | 53 | 62 | 72 | 53 |
Avg Bars in Winners | 65 | 64 | 66 | 65 | 64 | 66 |
Avg Bars in Losers | 59 | 91 | 37 | 59 | 91 | 37 |
Bars Traded | 4724 | 2697 | 2027 | 4724 | 2697 | 2027 |
Profit Streak | 52.938 | 122.938 | 52.938 | 52.938 | 122.938 | 52.938 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -186430 | -146217 | -309550 | -160501 | 662620 | -579519 |
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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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