Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1012027.4832 | 866933.5126 | 145093.9707 | 19899917.5302 | 27257607.6596 | -7357690.1293 |
Total P&L (%) | 1012.0275 | 866.9335 | 145.094 | 19899.9175 | 27257.6077 | -7357.6901 |
Avg Daily Profit (%) | 0.4048 | 0.3467 | 0.058 | 0.2121 | 0.2247 | 0 |
Buy And Hold Return (%) | 811.3567 | 811.3567 | 811.3567 | 811.3567 | 811.3567 | 811.3567 |
Max Trade Drawdown | -71935 | -50561 | -82488 | -15095416 | -5460884 | -16295169 |
Profit Factor | 2.8078 | 4.4527 | 1.47 | 1.4595 | 2.864 | 0.7435 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Profitability (%) | 51.3158 | 50 | 52.6316 | 51.3158 | 50 | 52.6316 |
Ratio Avg Win / Avg Loss | 2.6638 | 4.4527 | 1.323 | 1.3846 | 2.864 | 0.6692 |
Largest Winning Trade | 338627 | 338627 | 50464 | 18415548 | 18415548 | 3267303 |
Largest Losing Trade | -54354 | -28778 | -54354 | -9756407 | -2881249 | -9756407 |
Avg Bars in Trades | 47 | 48 | 46 | 47 | 48 | 46 |
Avg Bars in Winners | 62 | 60 | 64 | 62 | 60 | 64 |
Avg Bars in Losers | 31 | 36 | 27 | 31 | 36 | 27 |
Bars Traded | 7211 | 3663 | 3548 | 7211 | 3663 | 3548 |
Profit Streak | 85.1487 | 120.482 | 85.1487 | 85.1487 | 120.482 | 85.1487 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71756 | -176281 | -328646 | 400607 | -34783 | -629336 |
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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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