Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1070051.1984 | 887248.576 | 182802.6224 | 35988338.1139 | 53253848.0052 | -17265509.8913 |
Total P&L (%) | 1070.0512 | 887.2486 | 182.8026 | 35988.3381 | 53253.848 | -17265.5099 |
Avg Daily Profit (%) | 0.428 | 0.3549 | 0.0731 | 0.2358 | 0.2515 | 0 |
Buy And Hold Return (%) | 712.8758 | 712.8758 | 712.8758 | 712.8758 | 712.8758 | 712.8758 |
Max Trade Drawdown | -84994 | -48170 | -73073 | -19405223 | -7822140 | -30387935 |
Profit Factor | 3.8825 | 6.6701 | 1.8513 | 1.5796 | 3.7949 | 0.5988 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 55.6962 | 53.8462 | 57.5 | 55.6962 | 53.8462 | 57.5 |
Ratio Avg Win / Avg Loss | 3.0884 | 5.7172 | 1.3683 | 1.2565 | 3.2528 | 0.4426 |
Largest Winning Trade | 372825 | 372825 | 48752 | 33308997 | 33308997 | 4636880 |
Largest Losing Trade | -69587 | -24504 | -69587 | -16912909 | -3350185 | -16912909 |
Avg Bars in Trades | 123 | 134 | 112 | 123 | 134 | 112 |
Avg Bars in Winners | 147 | 148 | 146 | 147 | 148 | 146 |
Avg Bars in Losers | 92 | 117 | 66 | 92 | 117 | 66 |
Bars Traded | 9738 | 5239 | 4499 | 9738 | 5239 | 4499 |
Profit Streak | 0 | 172.7757 | 0 | 0 | 172.7757 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23792 | -70301 | -257696 | -20402 | 607561 | -579777 |
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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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