Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1082200.1694 | 865732.5953 | 216467.5741 | 85352746.3941 | 101278784.8269 | -15926038.4327 |
Total P&L (%) | 1082.2002 | 865.7326 | 216.4676 | 85352.7464 | 101278.7848 | -15926.0384 |
Avg Daily Profit (%) | 0.433 | 0.3464 | 0.0866 | 0.2705 | 0.2773 | 0 |
Buy And Hold Return (%) | 865.1155 | 865.1155 | 865.1155 | 865.1155 | 865.1155 | 865.1155 |
Max Trade Drawdown | -53554 | -66149 | -54282 | -38918281 | -11621823 | -40597444 |
Profit Factor | 5.6671 | 7.2315 | 3.3288 | 2.2519 | 5.0107 | 0.629 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 61.6667 | 56.6667 | 66.6667 | 61.6667 | 56.6667 | 66.6667 |
Ratio Avg Win / Avg Loss | 3.5228 | 5.53 | 1.6644 | 1.3998 | 3.8317 | 0.3145 |
Largest Winning Trade | 343479 | 343479 | 46416 | 75581893 | 75581893 | 9166504 |
Largest Losing Trade | -44746 | -44746 | -35932 | -35065779 | -7769320 | -35065779 |
Avg Bars in Trades | 229 | 316 | 141 | 229 | 316 | 141 |
Avg Bars in Winners | 237 | 332 | 156 | 237 | 332 | 156 |
Avg Bars in Losers | 215 | 295 | 111 | 215 | 295 | 111 |
Bars Traded | 13745 | 9496 | 4249 | 13745 | 9496 | 4249 |
Profit Streak | 103.889 | 103.889 | 234.0556 | 103.889 | 103.889 | 234.0556 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -240426 | -146360 | -233645 | -159214 | 643651 | -577692 |
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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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