Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1018166.9607 | 864280.4915 | 153886.4692 | 23605181.7998 | 25340442.3893 | -1735260.5894 |
Total P&L (%) | 1018.167 | 864.2805 | 153.8865 | 23605.1818 | 25340.4424 | -1735.2606 |
Avg Daily Profit (%) | 0.4073 | 0.3457 | 0.0616 | 0.219 | 0.2218 | 0 |
Buy And Hold Return (%) | 716.0789 | 716.0789 | 716.0789 | 716.0789 | 716.0789 | 716.0789 |
Max Trade Drawdown | -127943 | -98706 | -48682 | -10068411 | -4628149 | -8251581 |
Profit Factor | 3.1897 | 4.3208 | 1.7518 | 1.8831 | 2.6839 | 0.8515 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 55.2941 | 52.381 | 58.1395 | 55.2941 | 52.381 | 58.1395 |
Ratio Avg Win / Avg Loss | 2.5789 | 3.928 | 1.2613 | 1.5225 | 2.4399 | 0.6131 |
Largest Winning Trade | 313585 | 313585 | 63430 | 19978466 | 19978466 | 1524943 |
Largest Losing Trade | -51245 | -51245 | -48682 | -5982379 | -3829176 | -5982379 |
Avg Bars in Trades | 111 | 135 | 88 | 111 | 135 | 88 |
Avg Bars in Winners | 133 | 152 | 116 | 133 | 152 | 116 |
Avg Bars in Losers | 84 | 116 | 49 | 84 | 116 | 49 |
Bars Traded | 9484 | 5694 | 3790 | 9484 | 5694 | 3790 |
Profit Streak | 91.6927 | 127.9427 | 91.6927 | 91.6927 | 127.9427 | 91.6927 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -16752 | -83890 | -272635 | 491305 | 513469 | -579113 |
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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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