Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1034405.8657 | 860578.8333 | 173827.0323 | 38632229.5403 | 55284124.1455 | -16651894.6052 |
Total P&L (%) | 1034.4059 | 860.5788 | 173.827 | 38632.2295 | 55284.1241 | -16651.8946 |
Avg Daily Profit (%) | 0.4967 | 0.4132 | 0.0835 | 0.2866 | 0.3038 | 0 |
Buy And Hold Return (%) | 1146.6111 | 1146.6111 | 1146.6111 | 1146.6111 | 1146.6111 | 1146.6111 |
Max Trade Drawdown | -100919 | -56703 | -70935 | -51787810 | -29327331 | -32468536 |
Profit Factor | 3.5468 | 4.7399 | 1.9874 | 1.4181 | 2.1121 | 0.6099 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 54.3478 | 50 | 58.6957 | 54.3478 | 50 | 58.6957 |
Ratio Avg Win / Avg Loss | 2.9793 | 4.7399 | 1.3985 | 1.1912 | 2.1121 | 0.4292 |
Largest Winning Trade | 303564 | 303564 | 48080 | 57720841 | 57720841 | 3687532 |
Largest Losing Trade | -28158 | -28158 | -22806 | -14059832 | -14023300 | -14059832 |
Avg Bars in Trades | 266 | 282 | 250 | 266 | 282 | 250 |
Avg Bars in Winners | 344 | 367 | 325 | 344 | 367 | 325 |
Avg Bars in Losers | 173 | 198 | 142 | 173 | 198 | 142 |
Bars Traded | 24513 | 13008 | 11505 | 24513 | 13008 | 11505 |
Profit Streak | 0 | 0 | 93.3137 | 0 | 0 | 93.3137 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147665 | -148239 | -242870 | 374122 | 468534 | -579018 |
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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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