Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1057016.3248 | 991444.75 | 65571.5747 | 44306992.9964 | 44076074.2313 | 230918.7651 |
Total P&L (%) | 1057.0163 | 991.4448 | 65.5716 | 44306.993 | 44076.0742 | 230.9188 |
Avg Daily Profit (%) | 0.5702 | 0.5348 | 0.0354 | 0.3294 | 0.3291 | 0.0646 |
Buy And Hold Return (%) | 5773.2003 | 5773.2003 | 5773.2003 | 5773.2003 | 5773.2003 | 5773.2003 |
Max Trade Drawdown | -134916 | -135092 | -6782 | -25434744 | -25443976 | -2221003 |
Profit Factor | 6.7469 | 7.4499 | 3.1702 | 2.4696 | 2.6745 | 1.0603 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Losing Trades | 13 | 3 | 10 | 13 | 3 | 10 |
Profitability (%) | 81.6901 | 91.4286 | 72.2222 | 81.6901 | 91.4286 | 72.2222 |
Ratio Avg Win / Avg Loss | 1.5122 | 0.6984 | 1.2193 | 0.5535 | 0.2507 | 0.4078 |
Largest Winning Trade | 188167 | 188167 | 12748 | 22849504 | 22849504 | 669763 |
Largest Losing Trade | -81200 | -81200 | -6063 | -22616948 | -22616948 | -2221003 |
Avg Bars in Trades | 124 | 250 | 2 | 124 | 250 | 2 |
Avg Bars in Winners | 98 | 176 | 1 | 98 | 176 | 1 |
Avg Bars in Losers | 244 | 1045 | 4 | 244 | 1045 | 4 |
Bars Traded | 8864 | 8779 | 85 | 8864 | 8779 | 85 |
Profit Streak | 0 | 707.6507 | 0 | 0 | 707.6507 | 0 |
Trades During Streak | 0 | 11 | 0 | 0 | 11 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -232994 | -142685 | -303318 | -75874 | 644684 | -425144 |
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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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