Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1087577.4921 | 925472.9511 | 162104.541 | 20399995.6631 | 13074577.0207 | 7325418.6424 |
Total P&L (%) | 1087.5775 | 925.473 | 162.1045 | 20399.9957 | 13074.577 | 7325.4186 |
Avg Daily Profit (%) | 0.4346 | 0.3698 | 0.0648 | 0.2129 | 0.1952 | 0.1723 |
Buy And Hold Return (%) | 466.6914 | 466.6914 | 466.6914 | 466.6914 | 466.6914 | 466.6914 |
Max Trade Drawdown | -93977 | -58286 | -68977 | -29821478 | -22605314 | -17864260 |
Profit Factor | 2.8827 | 4.4563 | 1.5231 | 1.1792 | 1.2195 | 1.135 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 62 | 26 | 36 | 62 | 26 | 36 |
Losing Trades | 77 | 44 | 33 | 77 | 44 | 33 |
Profitability (%) | 44.6043 | 37.1429 | 52.1739 | 44.6043 | 37.1429 | 52.1739 |
Ratio Avg Win / Avg Loss | 3.5802 | 7.5414 | 1.3962 | 1.4645 | 2.0638 | 1.0404 |
Largest Winning Trade | 328209 | 328209 | 58726 | 19687680 | 19687680 | 11951028 |
Largest Losing Trade | -43635 | -22697 | -43635 | -6724609 | -5810824 | -6724609 |
Avg Bars in Trades | 106 | 92 | 120 | 106 | 92 | 120 |
Avg Bars in Winners | 176 | 177 | 175 | 176 | 177 | 175 |
Avg Bars in Losers | 49 | 41 | 60 | 49 | 41 | 60 |
Bars Traded | 14761 | 6452 | 8309 | 14761 | 6452 | 8309 |
Profit Streak | 4.4289 | 16.2622 | 0 | 4.4289 | 16.2622 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335161 | -88998 | -372171 | -16772 | -90182 | -165592 |
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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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