Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1291070.1019 | 998697.7641 | 292372.3378 | 242680970.5006 | 191834938.7283 | 50846031.7723 |
Total P&L (%) | 1291.0701 | 998.6978 | 292.3723 | 242680.9705 | 191834.9387 | 50846.0318 |
Avg Daily Profit (%) | 0.5162 | 0.3993 | 0.1169 | 0.3122 | 0.3027 | 0.2495 |
Buy And Hold Return (%) | 883.0206 | 883.0206 | 883.0206 | 883.0206 | 883.0206 | 883.0206 |
Max Trade Drawdown | -85953 | -82926 | -70124 | -2541235 | -2473265 | -2485977 |
Profit Factor | 6.2574 | 8.974 | 3.4298 | 24.0304 | 27.6785 | 16.1925 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Profitability (%) | 70.7692 | 65.625 | 75.7576 | 70.7692 | 65.625 | 75.7576 |
Ratio Avg Win / Avg Loss | 2.5846 | 4.7007 | 1.0975 | 9.9256 | 14.4983 | 5.1816 |
Largest Winning Trade | 383333 | 383333 | 62851 | 100200820 | 100200820 | 18984903 |
Largest Losing Trade | -70124 | -42840 | -70124 | -2485977 | -2473265 | -2485977 |
Avg Bars in Trades | 106 | 122 | 90 | 106 | 122 | 90 |
Avg Bars in Winners | 116 | 123 | 111 | 116 | 123 | 111 |
Avg Bars in Losers | 80 | 120 | 25 | 80 | 120 | 25 |
Bars Traded | 6900 | 3918 | 2982 | 6900 | 3918 | 2982 |
Profit Streak | 134.5426 | 134.5426 | 458.2092 | 134.5426 | 134.5426 | 458.2092 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134698 | -104189 | -192596 | -114431 | 720222 | 779732 |
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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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