Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1344803.6091 | 1152176.5734 | 192627.0357 | 49594076.4319 | 40012453.4523 | 9581622.9796 |
Total P&L (%) | 1344.8036 | 1152.1766 | 192.627 | 49594.0764 | 40012.4535 | 9581.623 |
Avg Daily Profit (%) | 0.5378 | 0.4607 | 0.077 | 0.2486 | 0.24 | 0.183 |
Buy And Hold Return (%) | 759.1717 | 759.1717 | 759.1717 | 759.1717 | 759.1717 | 759.1717 |
Max Trade Drawdown | -74070 | -74736 | -34081 | -6462613 | -4059875 | -2629247 |
Profit Factor | 4.414 | 5.5069 | 2.3931 | 3.7395 | 4.4242 | 2.4929 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 58.2418 | 55.5556 | 60.8696 | 58.2418 | 55.5556 | 60.8696 |
Ratio Avg Win / Avg Loss | 3.1647 | 4.4055 | 1.5384 | 2.6811 | 3.5393 | 1.6026 |
Largest Winning Trade | 557445 | 557445 | 52662 | 23708927 | 23708927 | 4630782 |
Largest Losing Trade | -30064 | -29528 | -30064 | -2172030 | -2172030 | -2171410 |
Avg Bars in Trades | 77 | 101 | 54 | 77 | 101 | 54 |
Avg Bars in Winners | 96 | 122 | 73 | 96 | 122 | 73 |
Avg Bars in Losers | 51 | 74 | 26 | 51 | 74 | 26 |
Bars Traded | 7083 | 4554 | 2529 | 7083 | 4554 | 2529 |
Profit Streak | 106.0183 | 444.3516 | 106.0183 | 106.0183 | 444.3516 | 106.0183 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437264 | 376962 | -249274 | 633337 | 644211 | 528772 |
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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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