Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1173053.4863 | 950210.1759 | 222843.3105 | 103353897.125 | 91659347.2823 | 11694549.8427 |
Total P&L (%) | 1173.0535 | 950.2102 | 222.8433 | 103353.8971 | 91659.3473 | 11694.5498 |
Avg Daily Profit (%) | 0.4692 | 0.3801 | 0.0891 | 0.2781 | 0.2732 | 0.191 |
Buy And Hold Return (%) | 818.1346 | 818.1346 | 818.1346 | 818.1346 | 818.1346 | 818.1346 |
Max Trade Drawdown | -80613 | -82948 | -27402 | -11562029 | -8299398 | -8580183 |
Profit Factor | 4.4967 | 5.2277 | 3.0128 | 3.6613 | 4.5851 | 1.8813 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 51.8072 | 48.7805 | 54.7619 | 51.8072 | 48.7805 | 54.7619 |
Ratio Avg Win / Avg Loss | 4.183 | 5.489 | 2.4888 | 3.4058 | 4.8144 | 1.5541 |
Largest Winning Trade | 352953 | 352953 | 59616 | 62734432 | 62734432 | 7516915 |
Largest Losing Trade | -27473 | -27473 | -20253 | -6036838 | -6036838 | -5525191 |
Avg Bars in Trades | 114 | 138 | 90 | 114 | 138 | 90 |
Avg Bars in Winners | 144 | 169 | 123 | 144 | 169 | 123 |
Avg Bars in Losers | 81 | 109 | 50 | 81 | 109 | 50 |
Bars Traded | 9489 | 5673 | 3815 | 9489 | 5673 | 3815 |
Profit Streak | 134.0462 | 134.0462 | 211.2962 | 134.0462 | 134.0462 | 211.2962 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12740 | -97884 | -232344 | 569731 | 586254 | 474042 |
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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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