Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1111581.1204 | 892727.1703 | 218853.9501 | 69981718.3456 | 74250659.2247 | -4268940.8791 |
Total P&L (%) | 1111.5811 | 892.7272 | 218.854 | 69981.7183 | 74250.6592 | -4268.9409 |
Avg Daily Profit (%) | 0.4445 | 0.357 | 0.0875 | 0.2624 | 0.2647 | 0 |
Buy And Hold Return (%) | 749.0138 | 749.0138 | 749.0138 | 749.0138 | 749.0138 | 749.0138 |
Max Trade Drawdown | -75556 | -55906 | -71826 | -18449288 | -6096262 | -31812468 |
Profit Factor | 3.7335 | 5.8574 | 1.982 | 1.9712 | 3.8961 | 0.908 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 56.4356 | 54 | 58.8235 | 56.4356 | 54 | 58.8235 |
Ratio Avg Win / Avg Loss | 2.882 | 4.9897 | 1.3874 | 1.5216 | 3.3189 | 0.6356 |
Largest Winning Trade | 334714 | 334714 | 49697 | 37844400 | 37844400 | 8500563 |
Largest Losing Trade | -65529 | -20799 | -65529 | -17524942 | -6096262 | -17524942 |
Avg Bars in Trades | 72 | 79 | 65 | 72 | 79 | 65 |
Avg Bars in Winners | 89 | 94 | 84 | 89 | 94 | 84 |
Avg Bars in Losers | 50 | 63 | 37 | 50 | 63 | 37 |
Bars Traded | 7317 | 3989 | 3329 | 7317 | 3989 | 3329 |
Profit Streak | 78.7301 | 85.0634 | 78.7301 | 78.7301 | 85.0634 | 78.7301 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 139642 | -267260 | -417592 | 517752 | -163402 | -759131 |
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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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