Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 872668.1903 | 696020.1326 | 176648.0577 | 26828935.3671 | 33719447.4153 | -6890512.0483 |
Total P&L (%) | 872.6682 | 696.0201 | 176.6481 | 26828.9354 | 33719.4474 | -6890.512 |
Avg Daily Profit (%) | 0.3491 | 0.2784 | 0.0707 | 0.2241 | 0.2332 | 0 |
Buy And Hold Return (%) | 831.714 | 831.714 | 831.714 | 831.714 | 831.714 | 831.714 |
Max Trade Drawdown | -92397 | -87851 | -79906 | -17744415 | -3987910 | -18838382 |
Profit Factor | 3.4901 | 4.8807 | 2.0324 | 1.8198 | 4.2951 | 0.6937 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 60.7595 | 61.5385 | 60 | 60.7595 | 61.5385 | 60 |
Ratio Avg Win / Avg Loss | 2.254 | 3.0504 | 1.3549 | 1.1753 | 2.6844 | 0.4624 |
Largest Winning Trade | 169205 | 169205 | 64987 | 16733553 | 16733553 | 4484489 |
Largest Losing Trade | -49282 | -49282 | -46625 | -7998452 | -2883160 | -7998452 |
Avg Bars in Trades | 115 | 141 | 91 | 115 | 141 | 91 |
Avg Bars in Winners | 137 | 159 | 114 | 137 | 159 | 114 |
Avg Bars in Losers | 82 | 110 | 55 | 82 | 110 | 55 |
Bars Traded | 9139 | 5499 | 3640 | 9139 | 5499 | 3640 |
Profit Streak | 130.6298 | 130.6298 | 207.1298 | 130.6298 | 130.6298 | 207.1298 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162724 | -147278 | -259320 | -17668 | 636618 | -578477 |
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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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