Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1225399.5168 | 902245.2612 | 323154.2555 | 541370394.2365 | 389431286.83 | 151939107.4065 |
Total P&L (%) | 1225.3995 | 902.2453 | 323.1543 | 541370.3942 | 389431.2868 | 151939.1074 |
Avg Daily Profit (%) | 0.4901 | 0.3609 | 0.1292 | 0.3444 | 0.3312 | 0.2935 |
Buy And Hold Return (%) | 840.1144 | 840.1144 | 840.1144 | 840.1144 | 840.1144 | 840.1144 |
Max Trade Drawdown | -63083 | -73656 | -39500 | -6151635 | -6994212 | -5090254 |
Profit Factor | 7.4618 | 8.9343 | 5.2564 | 27.7364 | 29.4943 | 24.0859 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 20 | 12 | 8 | 20 | 12 | 8 |
Profitability (%) | 71.831 | 65.7143 | 77.7778 | 71.831 | 65.7143 | 77.7778 |
Ratio Avg Win / Avg Loss | 2.9262 | 4.6614 | 1.5018 | 10.877 | 15.3883 | 6.8817 |
Largest Winning Trade | 193686 | 193686 | 57415 | 170414610 | 170414610 | 90831564 |
Largest Losing Trade | -47748 | -47748 | -19369 | -5318932 | -5318932 | -5090254 |
Avg Bars in Trades | 96 | 140 | 53 | 96 | 140 | 53 |
Avg Bars in Winners | 92 | 125 | 65 | 92 | 125 | 65 |
Avg Bars in Losers | 106 | 169 | 11 | 106 | 169 | 11 |
Bars Traded | 6845 | 4918 | 1927 | 6845 | 4918 | 1927 |
Profit Streak | 133.3286 | 133.3286 | 294.3286 | 133.3286 | 133.3286 | 294.3286 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90872 | -122232 | -173327 | -69018 | 730204 | 803207 |
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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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