Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 731115.2766 | 692029.4457 | 39085.8309 | 2132911.1011 | 4003119.6785 | -1870208.5774 |
Total P&L (%) | 731.1153 | 692.0294 | 39.0858 | 2132.9111 | 4003.1197 | -1870.2086 |
Avg Daily Profit (%) | 0.2924 | 0.2768 | 0.0156 | 0.1243 | 0.1487 | 0 |
Buy And Hold Return (%) | 915.6459 | 915.6459 | 915.6459 | 915.6459 | 915.6459 | 915.6459 |
Max Trade Drawdown | -149520 | -73438 | -114681 | -3766420 | -1780840 | -3025943 |
Profit Factor | 2.6472 | 5.4711 | 1.1352 | 1.2727 | 2.5328 | 0.641 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 50 | 51.2821 | 48.7179 | 50 | 51.2821 | 48.7179 |
Ratio Avg Win / Avg Loss | 2.6472 | 5.1976 | 1.195 | 1.2727 | 2.4061 | 0.6748 |
Largest Winning Trade | 271456 | 271456 | 62753 | 1920309 | 1920309 | 880043 |
Largest Losing Trade | -66511 | -25372 | -66511 | -1099429 | -879097 | -1099429 |
Avg Bars in Trades | 58 | 61 | 55 | 58 | 61 | 55 |
Avg Bars in Winners | 80 | 80 | 79 | 80 | 80 | 79 |
Avg Bars in Losers | 37 | 42 | 33 | 37 | 42 | 33 |
Bars Traded | 4583 | 2409 | 2174 | 4583 | 2409 | 2174 |
Profit Streak | 64.6621 | 220.1621 | 0 | 64.6621 | 220.1621 | 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 | -190119 | -147782 | -410018 | -69666 | 356887 | -581255 |
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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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