Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 997107.0456 | 839790.4226 | 157316.623 | 22916894.6292 | 31419372.4417 | -8502477.8125 |
Total P&L (%) | 997.107 | 839.7904 | 157.3166 | 22916.8946 | 31419.3724 | -8502.4778 |
Avg Daily Profit (%) | 0.3988 | 0.3359 | 0.0629 | 0.2178 | 0.2304 | 0 |
Buy And Hold Return (%) | 811.3809 | 811.3809 | 811.3809 | 811.3809 | 811.3809 | 811.3809 |
Max Trade Drawdown | -75642 | -44113 | -56085 | -19795316 | -7305555 | -15562315 |
Profit Factor | 3.5298 | 5.8015 | 1.7175 | 1.6606 | 3.2076 | 0.5844 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 62.6866 | 57.5758 | 67.6471 | 62.6866 | 57.5758 | 67.6471 |
Ratio Avg Win / Avg Loss | 2.1011 | 4.2748 | 0.8214 | 0.9885 | 2.3635 | 0.2795 |
Largest Winning Trade | 369923 | 369923 | 50865 | 26813121 | 26813121 | 1304006 |
Largest Losing Trade | -46733 | -30156 | -46733 | -10672984 | -6167149 | -10672984 |
Avg Bars in Trades | 144 | 157 | 131 | 144 | 157 | 131 |
Avg Bars in Winners | 149 | 160 | 141 | 149 | 160 | 141 |
Avg Bars in Losers | 136 | 154 | 113 | 136 | 154 | 113 |
Bars Traded | 9690 | 5204 | 4486 | 9690 | 5204 | 4486 |
Profit Streak | 118.4181 | 118.4181 | 196.6681 | 118.4181 | 118.4181 | 196.6681 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -196113 | -135780 | -270957 | -109445 | 574194 | -577531 |
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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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