Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1021591.8702 | 857080.0872 | 164511.7829 | 20660294.7778 | 17382382.632 | 3277912.1458 |
Total P&L (%) | 1021.5919 | 857.0801 | 164.5118 | 20660.2948 | 17382.3826 | 3277.9121 |
Avg Daily Profit (%) | 0.4086 | 0.3428 | 0.0658 | 0.2137 | 0.2068 | 0.1409 |
Buy And Hold Return (%) | 791.3948 | 791.3948 | 791.3948 | 791.3948 | 791.3948 | 791.3948 |
Max Trade Drawdown | -102473 | -77825 | -69815 | -3624735 | -1907200 | -2382960 |
Profit Factor | 3.2313 | 4.432 | 1.7905 | 3.9351 | 5.4586 | 2.0438 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Losing Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Profitability (%) | 58.2418 | 64.4444 | 52.1739 | 58.2418 | 64.4444 | 52.1739 |
Ratio Avg Win / Avg Loss | 2.3168 | 2.4452 | 1.6413 | 2.8214 | 3.0117 | 1.8734 |
Largest Winning Trade | 337111 | 337111 | 53373 | 9377268 | 9377268 | 1969292 |
Largest Losing Trade | -43451 | -43451 | -39850 | -1004956 | -932782 | -1004956 |
Avg Bars in Trades | 100 | 130 | 71 | 100 | 130 | 71 |
Avg Bars in Winners | 127 | 137 | 116 | 127 | 137 | 116 |
Avg Bars in Losers | 62 | 116 | 23 | 62 | 116 | 23 |
Bars Traded | 9140 | 5850 | 3290 | 9140 | 5850 | 3290 |
Profit Streak | 135.499 | 135.499 | 423.499 | 135.499 | 135.499 | 423.499 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56623 | -120811 | -265735 | 641906 | 674444 | -1030 |
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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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