Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1100171.3273 | 847093.5617 | 253077.7656 | 186023537.7362 | 179767569.087 | 6255968.6492 |
Total P&L (%) | 1100.1713 | 847.0936 | 253.0778 | 186023.5377 | 179767.5691 | 6255.9686 |
Avg Daily Profit (%) | 0.44 | 0.3388 | 0.1012 | 0.3016 | 0.3002 | 0.1662 |
Buy And Hold Return (%) | 839.3828 | 839.3828 | 839.3828 | 839.3828 | 839.3828 | 839.3828 |
Max Trade Drawdown | -66947 | -70687 | -50568 | -60203532 | -5990687 | -58226048 |
Profit Factor | 4.8396 | 7.6877 | 2.5831 | 3.1662 | 16.742 | 1.084 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 64.7887 | 62.8571 | 66.6667 | 64.7887 | 62.8571 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.6302 | 4.5428 | 1.2915 | 1.7207 | 9.893 | 0.542 |
Largest Winning Trade | 175829 | 175829 | 62831 | 84498260 | 84498260 | 31866639 |
Largest Losing Trade | -43559 | -43559 | -28185 | -37360916 | -3410804 | -37360916 |
Avg Bars in Trades | 99 | 113 | 86 | 99 | 113 | 86 |
Avg Bars in Winners | 119 | 119 | 119 | 119 | 119 | 119 |
Avg Bars in Losers | 63 | 105 | 19 | 63 | 105 | 19 |
Bars Traded | 7089 | 3987 | 3102 | 7089 | 3987 | 3102 |
Profit Streak | 287.2801 | 288.6135 | 287.2801 | 287.2801 | 288.6135 | 287.2801 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139021 | -142162 | -216305 | -72712 | 735399 | -118515 |
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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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