Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1237296.4359 | 917658.3026 | 319638.1333 | 37288381.0724 | 151298485.8998 | -114010104.8274 |
Total P&L (%) | 1237.2964 | 917.6583 | 319.6381 | 37288.3811 | 151298.4859 | -114010.1048 |
Avg Daily Profit (%) | 0.521 | 0.3864 | 0.1346 | 0.2498 | 0.3088 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177168 | -49924 | -152771 | -945258263 | -101087524 | -899984987 |
Profit Factor | 3.607 | 6.4177 | 2.0472 | 1.0298 | 1.6368 | 0.8873 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 60 | 55.2632 | 64.8649 | 60 | 55.2632 | 64.8649 |
Ratio Avg Win / Avg Loss | 2.4047 | 5.1953 | 1.1089 | 0.6866 | 1.325 | 0.4806 |
Largest Winning Trade | 223264 | 223264 | 73058 | 257609750 | 91267835 | 257609750 |
Largest Losing Trade | -83552 | -24196 | -83552 | -814715714 | -45504853 | -814715714 |
Avg Bars in Trades | 180 | 121 | 241 | 180 | 121 | 241 |
Avg Bars in Winners | 206 | 137 | 266 | 206 | 137 | 266 |
Avg Bars in Losers | 142 | 101 | 195 | 142 | 101 | 195 |
Bars Traded | 13554 | 4606 | 8949 | 13554 | 4606 | 8949 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -42148 | 678764 | -8635 | -240603 | 419442 | -578845 |
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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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