Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 55278.7948 | 695119.4518 | -639840.657 | 54247549.0707 | 60672801.7335 | -6425252.6628 |
Total P&L (%) | 55.2788 | 695.1195 | -639.8407 | 54247.5491 | 60672.8017 | -6425.2527 |
Avg Daily Profit (%) | 0.0243 | 0.3058 | -0.2815 | 0.2775 | 0.2824 | 0 |
Buy And Hold Return (%) | 9268.8728 | 9268.8728 | 9268.8728 | 9268.8728 | 9268.8728 | 9268.8728 |
Max Trade Drawdown | -757723 | -47039 | -826050 | -51051819 | -10825541 | -54744452 |
Profit Factor | 1.0468 | 4.9347 | 0.3638 | 1.5133 | 2.904 | 0.913 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 65 | 33 | 32 | 65 | 32 | 33 |
Losing Trades | 42 | 20 | 22 | 42 | 21 | 21 |
Profitability (%) | 60.7477 | 62.2642 | 59.2593 | 60.7477 | 60.3774 | 61.1111 |
Ratio Avg Win / Avg Loss | 0.6764 | 2.9907 | 0.2501 | 0.9778 | 1.9058 | 0.581 |
Largest Winning Trade | 279408 | 279408 | 58061 | 48883182 | 48883182 | 38540497 |
Largest Losing Trade | -504547 | -28103 | -504547 | -35101097 | -8151828 | -35101097 |
Avg Bars in Trades | 39 | 41 | 37 | 39 | 41 | 37 |
Avg Bars in Winners | 49 | 49 | 50 | 50 | 49 | 51 |
Avg Bars in Losers | 23 | 28 | 19 | 23 | 30 | 16 |
Bars Traded | 4241 | 2204 | 2037 | 4241 | 2204 | 2037 |
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 | -495248 | -327554 | -759633 | 335999 | -164726 | -759393 |
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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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