Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1065278.1888 | 812419.5813 | 252858.6075 | 192431929.5578 | 173950648.2998 | 18481281.258 |
Total P&L (%) | 1065.2782 | 812.4196 | 252.8586 | 192431.9296 | 173950.6483 | 18481.2813 |
Avg Daily Profit (%) | 0.4261 | 0.3249 | 0.1011 | 0.3029 | 0.2989 | 0.2092 |
Buy And Hold Return (%) | 850.7891 | 850.7891 | 850.7891 | 850.7891 | 850.7891 | 850.7891 |
Max Trade Drawdown | -83181 | -81051 | -45131 | -18497965 | -6146770 | -28278056 |
Profit Factor | 5.0399 | 8.2219 | 2.6724 | 5.146 | 22.1568 | 1.4839 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Losing Trades | 21 | 9 | 12 | 21 | 9 | 12 |
Profitability (%) | 70.4225 | 74.2857 | 66.6667 | 70.4225 | 74.2857 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.1168 | 2.846 | 1.3362 | 2.1613 | 7.6697 | 0.742 |
Largest Winning Trade | 169624 | 169624 | 60980 | 65355084 | 65355084 | 17912932 |
Largest Losing Trade | -45131 | -37291 | -45131 | -18497965 | -2385240 | -18497965 |
Avg Bars in Trades | 100 | 109 | 90 | 100 | 109 | 90 |
Avg Bars in Winners | 117 | 113 | 122 | 117 | 113 | 122 |
Avg Bars in Losers | 57 | 98 | 27 | 57 | 98 | 27 |
Bars Traded | 7103 | 3847 | 3256 | 7103 | 3847 | 3256 |
Profit Streak | 127.5253 | 127.5253 | 127.8586 | 127.5253 | 127.5253 | 127.8586 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156551 | -144438 | -216639 | -70181 | 760196 | 387892 |
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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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