Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1024612.7815 | 844537.3311 | 180075.4504 | 27822093.1046 | 29975998.2901 | -2153905.1855 |
Total P&L (%) | 1024.6128 | 844.5373 | 180.0755 | 27822.0931 | 29975.9983 | -2153.9052 |
Avg Daily Profit (%) | 0.4097 | 0.3377 | 0.072 | 0.2255 | 0.2285 | 0 |
Buy And Hold Return (%) | 767.2559 | 767.2559 | 767.2559 | 767.2559 | 767.2559 | 767.2559 |
Max Trade Drawdown | -84702 | -26794 | -72233 | -7918747 | -2542350 | -12417692 |
Profit Factor | 3.5822 | 5.8565 | 1.8079 | 2.0278 | 4.2779 | 0.8798 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 52.809 | 50 | 55.5556 | 52.809 | 50 | 55.5556 |
Ratio Avg Win / Avg Loss | 3.2011 | 5.8565 | 1.4463 | 1.812 | 4.2779 | 0.7039 |
Largest Winning Trade | 365075 | 365075 | 46782 | 16443844 | 16443844 | 2769985 |
Largest Losing Trade | -72233 | -16169 | -72233 | -7556586 | -2225260 | -7556586 |
Avg Bars in Trades | 81 | 83 | 80 | 81 | 83 | 80 |
Avg Bars in Winners | 106 | 107 | 106 | 106 | 107 | 106 |
Avg Bars in Losers | 53 | 60 | 47 | 53 | 60 | 47 |
Bars Traded | 7285 | 3682 | 3604 | 7285 | 3682 | 3604 |
Profit Streak | 165.0678 | 165.0678 | 238.4011 | 165.0678 | 165.0678 | 238.4011 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -42824 | -115778 | -258086 | 508399 | 596569 | -578613 |
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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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