Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1121532.8425 | 879502.5085 | 242030.334 | 120346711.7642 | 146114018.9189 | -25767307.1547 |
Total P&L (%) | 1121.5328 | 879.5025 | 242.0303 | 120346.7118 | 146114.0189 | -25767.3072 |
Avg Daily Profit (%) | 0.4486 | 0.3518 | 0.0968 | 0.2841 | 0.2919 | 0 |
Buy And Hold Return (%) | 855.198 | 855.198 | 855.198 | 855.198 | 855.198 | 855.198 |
Max Trade Drawdown | -51590 | -60323 | -47199 | -72659411 | -3402535 | -69256876 |
Profit Factor | 5.8079 | 8.2659 | 3.1567 | 2.5624 | 22.0789 | 0.6324 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 17 | 10 | 7 | 17 | 10 | 7 |
Profitability (%) | 74.2424 | 69.697 | 78.7879 | 74.2424 | 69.697 | 78.7879 |
Ratio Avg Win / Avg Loss | 2.015 | 3.5939 | 0.8499 | 0.889 | 9.5995 | 0.1703 |
Largest Winning Trade | 303402 | 303402 | 49964 | 110359226 | 110359226 | 13127704 |
Largest Losing Trade | -50638 | -50638 | -47199 | -69256876 | -3402535 | -69256876 |
Avg Bars in Trades | 109 | 180 | 39 | 109 | 180 | 39 |
Avg Bars in Winners | 109 | 188 | 40 | 109 | 188 | 40 |
Avg Bars in Losers | 109 | 160 | 36 | 109 | 160 | 36 |
Bars Traded | 7238 | 5940 | 1298 | 7238 | 5940 | 1298 |
Profit Streak | 237.2696 | 237.2696 | 245.603 | 237.2696 | 237.2696 | 245.603 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -174341 | -135954 | -221585 | -113138 | 736931 | -576099 |
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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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