Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1136840.2756 | 900094.08 | 236746.1955 | 132829871.7157 | 105632652.2193 | 27197219.4963 |
Total P&L (%) | 1136.8403 | 900.0941 | 236.7462 | 132829.8717 | 105632.6522 | 27197.2195 |
Avg Daily Profit (%) | 0.4547 | 0.36 | 0.0947 | 0.2881 | 0.2789 | 0.2246 |
Buy And Hold Return (%) | 825.4591 | 825.4591 | 825.4591 | 825.4591 | 825.4591 | 825.4591 |
Max Trade Drawdown | -45363 | -36266 | -29278 | -22757332 | -20463386 | -4363136 |
Profit Factor | 4.338 | 6.3548 | 2.3725 | 4.1872 | 4.4972 | 3.371 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 57.3034 | 56.8182 | 57.7778 | 57.3034 | 56.8182 | 57.7778 |
Ratio Avg Win / Avg Loss | 3.2322 | 4.8297 | 1.7338 | 3.1199 | 3.4179 | 2.4634 |
Largest Winning Trade | 354669 | 354669 | 48771 | 50134794 | 50134794 | 13422738 |
Largest Losing Trade | -23615 | -21082 | -23615 | -20463386 | -20463386 | -2579897 |
Avg Bars in Trades | 109 | 117 | 101 | 109 | 117 | 101 |
Avg Bars in Winners | 127 | 133 | 123 | 127 | 133 | 123 |
Avg Bars in Losers | 84 | 96 | 72 | 84 | 96 | 72 |
Bars Traded | 9732 | 5160 | 4572 | 9732 | 5160 | 4572 |
Profit Streak | 155.2458 | 170.7458 | 155.2458 | 155.2458 | 170.7458 | 155.2458 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -28328 | -117804 | -225762 | 668026 | 649761 | 602371 |
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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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