Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1380730.312 | 1311010.3497 | 69719.9623 | 57171891.6188 | 53116663.8085 | 4055227.8103 |
Total P&L (%) | 1380.7303 | 1311.0104 | 69.72 | 57171.8916 | 53116.6638 | 4055.2278 |
Avg Daily Profit (%) | 0.6082 | 0.5775 | 0.0307 | 0.2801 | 0.2769 | 0.1643 |
Buy And Hold Return (%) | 9322.7037 | 9322.7037 | 9322.7037 | 9322.7037 | 9322.7037 | 9322.7037 |
Max Trade Drawdown | -110635 | -72474 | -79626 | -29762020 | -19506735 | -24252142 |
Profit Factor | 3.4647 | 6.6918 | 1.2114 | 1.5002 | 1.9831 | 1.0673 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 70 | 39 | 31 | 70 | 39 | 31 |
Losing Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Profitability (%) | 49.6454 | 54.9296 | 44.2857 | 49.6454 | 54.9296 | 44.2857 |
Ratio Avg Win / Avg Loss | 3.5142 | 5.4907 | 1.524 | 1.5217 | 1.6271 | 1.3427 |
Largest Winning Trade | 422784 | 422784 | 39561 | 23087104 | 23087104 | 13290458 |
Largest Losing Trade | -41113 | -30153 | -41113 | -8231249 | -8231249 | -7330374 |
Avg Bars in Trades | 61 | 57 | 66 | 61 | 57 | 66 |
Avg Bars in Winners | 68 | 57 | 83 | 68 | 57 | 83 |
Avg Bars in Losers | 54 | 57 | 53 | 54 | 57 | 53 |
Bars Traded | 8719 | 4060 | 4659 | 8719 | 4060 | 4659 |
Profit Streak | 9.5963 | 235.5963 | 0 | 9.5963 | 235.5963 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146723 | -230624 | -413664 | 412684 | -73045 | -401222 |
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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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