Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1172752.3498 | 921463.5116 | 251288.8382 | 165604305.4517 | 230589020.9751 | -64984715.5234 |
Total P&L (%) | 1172.7524 | 921.4635 | 251.2888 | 165604.3055 | 230589.021 | -64984.7155 |
Avg Daily Profit (%) | 0.4691 | 0.3686 | 0.1005 | 0.297 | 0.3102 | 0 |
Buy And Hold Return (%) | 733.6097 | 733.6097 | 733.6097 | 733.6097 | 733.6097 | 733.6097 |
Max Trade Drawdown | -64354 | -42832 | -56588 | -127170680 | -34638098 | -110292172 |
Profit Factor | 5.2494 | 9.1867 | 2.5376 | 1.8111 | 5.1041 | 0.5609 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 63.3803 | 62.8571 | 63.8889 | 63.3803 | 62.8571 | 63.8889 |
Ratio Avg Win / Avg Loss | 3.033 | 5.4285 | 1.4343 | 1.0464 | 3.0161 | 0.317 |
Largest Winning Trade | 305729 | 305729 | 46613 | 168986899 | 168986899 | 21861515 |
Largest Losing Trade | -46516 | -16978 | -46516 | -103183362 | -23556483 | -103183362 |
Avg Bars in Trades | 137 | 153 | 121 | 137 | 153 | 121 |
Avg Bars in Winners | 152 | 160 | 145 | 152 | 160 | 145 |
Avg Bars in Losers | 110 | 142 | 78 | 110 | 142 | 78 |
Bars Traded | 9746 | 5376 | 4370 | 9746 | 5376 | 4370 |
Profit Streak | 165.83 | 173.08 | 165.83 | 165.83 | 173.08 | 165.83 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79132 | -65479 | -218070 | -76691 | 701167 | -578012 |
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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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