Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 969133.6998 | 787236.4737 | 181897.2261 | 12989200.6325 | 27323798.0148 | -14334597.3822 |
Total P&L (%) | 969.1337 | 787.2365 | 181.8972 | 12989.2006 | 27323.798 | -14334.5974 |
Avg Daily Profit (%) | 0.3876 | 0.3148 | 0.0727 | 0.1951 | 0.2248 | 0 |
Buy And Hold Return (%) | 851.9078 | 851.9078 | 851.9078 | 851.9078 | 851.9078 | 851.9078 |
Max Trade Drawdown | -125670 | -34612 | -130519 | -9677556 | -384808 | -15853381 |
Profit Factor | 4.1056 | 11.0117 | 1.7793 | 1.5364 | 21.4204 | 0.3734 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 18 | 9 | 9 | 18 | 9 | 9 |
Profitability (%) | 70.9677 | 70.9677 | 70.9677 | 70.9677 | 70.9677 | 70.9677 |
Ratio Avg Win / Avg Loss | 1.6796 | 4.5048 | 0.7279 | 0.6285 | 8.7629 | 0.1528 |
Largest Winning Trade | 167747 | 167747 | 61032 | 13639693 | 13639693 | 1582395 |
Largest Losing Trade | -92862 | -27740 | -92862 | -7108879 | -384808 | -7108879 |
Avg Bars in Trades | 73 | 86 | 60 | 73 | 86 | 60 |
Avg Bars in Winners | 82 | 85 | 79 | 82 | 85 | 79 |
Avg Bars in Losers | 51 | 89 | 13 | 51 | 89 | 13 |
Bars Traded | 4576 | 2696 | 1880 | 4576 | 2696 | 1880 |
Profit Streak | 60.2166 | 62.2166 | 0 | 60.2166 | 62.2166 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -261409 | -144992 | -258317 | -147363 | 720552 | -578099 |
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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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