Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1048139.7679 | 862520.8472 | 185618.9207 | 27944538.0012 | 41077091.4743 | -13132553.4732 |
Total P&L (%) | 1048.1398 | 862.5208 | 185.6189 | 27944.538 | 41077.0915 | -13132.5535 |
Avg Daily Profit (%) | 0.4192 | 0.3449 | 0.0742 | 0.2257 | 0.2411 | 0 |
Buy And Hold Return (%) | 716.1537 | 716.1537 | 716.1537 | 716.1537 | 716.1537 | 716.1537 |
Max Trade Drawdown | -89020 | -34422 | -76361 | -19665563 | -7758848 | -23977743 |
Profit Factor | 4.0768 | 7.0102 | 1.9415 | 1.6682 | 4.3282 | 0.5545 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 55.0725 | 51.4286 | 58.8235 | 55.0725 | 51.4286 | 58.8235 |
Ratio Avg Win / Avg Loss | 3.3258 | 6.6207 | 1.3591 | 1.3609 | 4.0877 | 0.3882 |
Largest Winning Trade | 362771 | 362771 | 47882 | 28027402 | 28027402 | 2686458 |
Largest Losing Trade | -76361 | -25101 | -76361 | -13671147 | -5700546 | -13671147 |
Avg Bars in Trades | 69 | 76 | 62 | 69 | 76 | 62 |
Avg Bars in Winners | 81 | 78 | 83 | 81 | 78 | 83 |
Avg Bars in Losers | 56 | 74 | 33 | 56 | 74 | 33 |
Bars Traded | 4826 | 2687 | 2139 | 4826 | 2687 | 2139 |
Profit Streak | 153.7063 | 157.7063 | 153.7063 | 153.7063 | 157.7063 | 153.7063 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108517 | -83248 | -255328 | -93684 | 605924 | -579076 |
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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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