Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1068918.8844 | 907968.5222 | 160950.3622 | 27120709.3899 | 29886836.3113 | -2766126.9213 |
Total P&L (%) | 1068.9189 | 907.9685 | 160.9504 | 27120.7094 | 29886.8363 | -2766.1269 |
Avg Daily Profit (%) | 0.4275 | 0.3631 | 0.0644 | 0.2245 | 0.2283 | 0 |
Buy And Hold Return (%) | 877.4574 | 877.4574 | 877.4574 | 877.4574 | 877.4574 | 877.4574 |
Max Trade Drawdown | -62248 | -53974 | -62248 | -7591653 | -1471649 | -8348617 |
Profit Factor | 4.2104 | 6.7481 | 1.9197 | 2.6795 | 8.7388 | 0.7749 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Profitability (%) | 66.6667 | 66.6667 | 66.6667 | 66.6667 | 66.6667 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.1052 | 3.3741 | 0.9599 | 1.3397 | 4.3694 | 0.3874 |
Largest Winning Trade | 406452 | 406452 | 57570 | 20846388 | 20846388 | 2655867 |
Largest Losing Trade | -62248 | -36833 | -62248 | -7591653 | -1021277 | -7591653 |
Avg Bars in Trades | 69 | 85 | 53 | 69 | 85 | 53 |
Avg Bars in Winners | 84 | 94 | 73 | 84 | 94 | 73 |
Avg Bars in Losers | 39 | 67 | 11 | 39 | 67 | 11 |
Bars Traded | 4575 | 2818 | 1757 | 4575 | 2818 | 1757 |
Profit Streak | 63.5877 | 117.5877 | 0 | 63.5877 | 117.5877 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -206475 | -133511 | -269758 | -113532 | 730661 | -578642 |
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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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