Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1055981.1481 | 871673.6505 | 184307.4976 | 33052281.0539 | 31817021.3497 | 1235259.7042 |
Total P&L (%) | 1055.9811 | 871.6737 | 184.3075 | 33052.2811 | 31817.0214 | 1235.2597 |
Avg Daily Profit (%) | 0.4222 | 0.3485 | 0.0737 | 0.2323 | 0.2308 | 0.1037 |
Buy And Hold Return (%) | 930.5739 | 930.5739 | 930.5739 | 930.5739 | 930.5739 | 930.5739 |
Max Trade Drawdown | -86436 | -64348 | -70295 | -6431953 | -3810045 | -9500991 |
Profit Factor | 4.178 | 7.3355 | 1.9467 | 2.6403 | 5.5929 | 1.0934 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 56.962 | 48.7179 | 65 | 56.962 | 48.7179 | 65 |
Ratio Avg Win / Avg Loss | 3.1567 | 7.7216 | 1.0482 | 1.9949 | 5.8872 | 0.5888 |
Largest Winning Trade | 390310 | 390310 | 48302 | 17016570 | 17016570 | 3635259 |
Largest Losing Trade | -70295 | -32811 | -70295 | -6021247 | -2229557 | -6021247 |
Avg Bars in Trades | 60 | 64 | 56 | 60 | 64 | 56 |
Avg Bars in Winners | 69 | 78 | 63 | 69 | 78 | 63 |
Avg Bars in Losers | 47 | 50 | 42 | 47 | 50 | 42 |
Bars Traded | 4745 | 2504 | 2241 | 4745 | 2504 | 2241 |
Profit Streak | 117.5051 | 117.5051 | 233.5051 | 117.5051 | 117.5051 | 233.5051 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135467 | -147856 | -254387 | -15395 | 598208 | -234146 |
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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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