Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1104098.3116 | 897397.942 | 206700.3696 | 53833937.0705 | 56025837.8026 | -2191900.7321 |
Total P&L (%) | 1104.0983 | 897.3979 | 206.7004 | 53833.9371 | 56025.8378 | -2191.9007 |
Avg Daily Profit (%) | 0.4416 | 0.3589 | 0.0827 | 0.2519 | 0.2535 | 0 |
Buy And Hold Return (%) | 869.9039 | 869.9039 | 869.9039 | 869.9039 | 869.9039 | 869.9039 |
Max Trade Drawdown | -110633 | -92450 | -72367 | -11710103 | -4164992 | -7545110 |
Profit Factor | 4.252 | 6.5799 | 2.1567 | 3.7047 | 8.8802 | 0.8287 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 20 | 11 | 9 | 20 | 11 | 9 |
Profitability (%) | 66.6667 | 63.3333 | 70 | 66.6667 | 63.3333 | 70 |
Ratio Avg Win / Avg Loss | 2.126 | 3.8094 | 0.9243 | 1.8523 | 5.1412 | 0.3551 |
Largest Winning Trade | 304021 | 304021 | 61102 | 34069786 | 34069786 | 2730274 |
Largest Losing Trade | -72367 | -39194 | -72367 | -7545110 | -4164992 | -7545110 |
Avg Bars in Trades | 76 | 89 | 63 | 76 | 89 | 63 |
Avg Bars in Winners | 87 | 99 | 77 | 87 | 99 | 77 |
Avg Bars in Losers | 54 | 72 | 32 | 54 | 72 | 32 |
Bars Traded | 4590 | 2679 | 1911 | 4590 | 2679 | 1911 |
Profit Streak | 118.822 | 118.822 | 207.822 | 118.822 | 118.822 | 207.822 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -235053 | -135775 | -243903 | -155054 | 693665 | -577640 |
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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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