Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 814836.1024 | 688519.5542 | 126316.5481 | 13144922.2746 | 27232836.2067 | -14087913.9321 |
Total P&L (%) | 814.8361 | 688.5196 | 126.3165 | 13144.9223 | 27232.8362 | -14087.9139 |
Avg Daily Profit (%) | 0.3259 | 0.2754 | 0.0505 | 0.1956 | 0.2246 | 0 |
Buy And Hold Return (%) | 742.7205 | 742.7205 | 742.7205 | 742.7205 | 742.7205 | 742.7205 |
Max Trade Drawdown | -101341 | -80699 | -114739 | -21447206 | -4077856 | -23791983 |
Profit Factor | 2.855 | 4.472 | 1.5242 | 1.336 | 3.8688 | 0.5246 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 58.427 | 59.0909 | 57.7778 | 58.427 | 59.0909 | 57.7778 |
Ratio Avg Win / Avg Loss | 2.0315 | 3.096 | 1.1139 | 0.9506 | 2.6784 | 0.3833 |
Largest Winning Trade | 136539 | 136539 | 62012 | 15744449 | 15744449 | 3079693 |
Largest Losing Trade | -48424 | -48424 | -40547 | -10621641 | -3147617 | -10621641 |
Avg Bars in Trades | 78 | 95 | 60 | 78 | 95 | 60 |
Avg Bars in Winners | 91 | 101 | 82 | 91 | 101 | 82 |
Avg Bars in Losers | 58 | 87 | 31 | 58 | 87 | 31 |
Bars Traded | 6948 | 4211 | 2737 | 6948 | 4211 | 2737 |
Profit Streak | 61.6836 | 130.0169 | 61.6836 | 61.6836 | 130.0169 | 61.6836 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -118700 | -147491 | -288136 | 321923 | 626765 | -579144 |
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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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