Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 665038.1806 | 611412.6648 | 53625.5158 | -10529989.1022 | 4371679.839 | -14901668.9411 |
Total P&L (%) | 665.0382 | 611.4127 | 53.6255 | -10529.9891 | 4371.6798 | -14901.6689 |
Avg Daily Profit (%) | 0.266 | 0.2445 | 0.0214 | 0 | 0.1521 | 0 |
Buy And Hold Return (%) | 797 | 797 | 797 | 797 | 797 | 797 |
Max Trade Drawdown | -156695 | -81112 | -162182 | -18937484 | -3277557 | -16491966 |
Profit Factor | 2.499 | 4.3894 | 1.2037 | 0.5321 | 1.8971 | 0.1549 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 51 | 25 | 26 | 47 | 24 | 23 |
Losing Trades | 20 | 10 | 10 | 24 | 11 | 13 |
Profitability (%) | 71.831 | 71.4286 | 72.2222 | 66.1972 | 68.5714 | 63.8889 |
Ratio Avg Win / Avg Loss | 0.98 | 1.7558 | 0.463 | 0.2717 | 0.8695 | 0.0875 |
Largest Winning Trade | 130050 | 130050 | 47191 | 4311193 | 4311193 | 692028 |
Largest Losing Trade | -156695 | -52165 | -156695 | -13330823 | -3277557 | -13330823 |
Avg Bars in Trades | 65 | 93 | 38 | 65 | 93 | 38 |
Avg Bars in Winners | 48 | 64 | 32 | 51 | 71 | 30 |
Avg Bars in Losers | 110 | 166 | 53 | 92 | 142 | 50 |
Bars Traded | 4652 | 3283 | 1369 | 4652 | 3283 | 1369 |
Profit Streak | 128.7197 | 128.7197 | 249.7197 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -242009 | -146676 | -327929 | -669678 | 354240 | -578979 |
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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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