Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 876340.8164 | 762668.0348 | 113672.7816 | 9401253.3069 | 12077412.4554 | -2676159.1485 |
Total P&L (%) | 876.3408 | 762.668 | 113.6728 | 9401.2533 | 12077.4125 | -2676.1591 |
Avg Daily Profit (%) | 0.3505 | 0.305 | 0.0455 | 0.1823 | 0.1922 | 0 |
Buy And Hold Return (%) | 876.667 | 876.667 | 876.667 | 876.667 | 876.667 | 876.667 |
Max Trade Drawdown | -106460 | -43235 | -90327 | -4631577 | -2607872 | -7514137 |
Profit Factor | 3.5688 | 7.4816 | 1.5087 | 1.6313 | 3.5006 | 0.734 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Profitability (%) | 53.4483 | 58.6207 | 48.2759 | 53.4483 | 58.6207 | 48.2759 |
Ratio Avg Win / Avg Loss | 3.1083 | 5.2811 | 1.6164 | 1.4208 | 2.471 | 0.7865 |
Largest Winning Trade | 307827 | 307827 | 50057 | 7526846 | 7526846 | 1831519 |
Largest Losing Trade | -62386 | -31230 | -62386 | -3734802 | -1745180 | -3734802 |
Avg Bars in Trades | 79 | 81 | 77 | 79 | 81 | 77 |
Avg Bars in Winners | 91 | 87 | 96 | 91 | 87 | 96 |
Avg Bars in Losers | 65 | 71 | 59 | 65 | 71 | 59 |
Bars Traded | 4596 | 2351 | 2245 | 4596 | 2351 | 2245 |
Profit Streak | 69.8332 | 160.3332 | 0 | 69.8332 | 160.3332 | 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 | -328203 | -146286 | -296226 | -168630 | 601002 | -581503 |
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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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