Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 841017.2832 | 719384.5047 | 121632.7784 | -136517.7546 | 21691296.6927 | -21827814.4473 |
Total P&L (%) | 841.0173 | 719.3845 | 121.6328 | -136.5178 | 21691.2967 | -21827.8144 |
Avg Daily Profit (%) | 0.3364 | 0.2878 | 0.0487 | 0 | 0.2156 | 0 |
Buy And Hold Return (%) | 704.523 | 704.523 | 704.523 | 704.523 | 704.523 | 704.523 |
Max Trade Drawdown | -148450 | -60143 | -118790 | -25897503 | -880339 | -25895879 |
Profit Factor | 3.1186 | 5.9786 | 1.4818 | 0.9953 | 15.5742 | 0.2045 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 51 | 25 | 26 | 51 | 26 | 25 |
Losing Trades | 30 | 15 | 15 | 30 | 14 | 16 |
Profitability (%) | 62.963 | 62.5 | 63.4146 | 62.963 | 65 | 60.9756 |
Ratio Avg Win / Avg Loss | 1.8345 | 3.5872 | 0.8549 | 0.5855 | 8.3861 | 0.1309 |
Largest Winning Trade | 153775 | 153775 | 61396 | 15670469 | 15670469 | 1169068 |
Largest Losing Trade | -100126 | -51254 | -100126 | -25893655 | -740736 | -25893655 |
Avg Bars in Trades | 117 | 129 | 105 | 117 | 129 | 105 |
Avg Bars in Winners | 126 | 127 | 125 | 118 | 118 | 119 |
Avg Bars in Losers | 102 | 133 | 71 | 114 | 150 | 83 |
Bars Traded | 9510 | 5182 | 4328 | 9510 | 5182 | 4328 |
Profit Streak | 121.0478 | 121.0478 | 128.0478 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -103308 | -139701 | -291451 | -595097 | 672189 | -579319 |
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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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