Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 991542.6218 | 840261.3453 | 151281.2765 | 23084948.4042 | 31017137.504 | -7932189.0998 |
Total P&L (%) | 991.5426 | 840.2613 | 151.2813 | 23084.9484 | 31017.1375 | -7932.1891 |
Avg Daily Profit (%) | 0.3967 | 0.3362 | 0.0605 | 0.2181 | 0.2299 | 0 |
Buy And Hold Return (%) | 732.0363 | 732.0363 | 732.0363 | 732.0363 | 732.0363 | 732.0363 |
Max Trade Drawdown | -46132 | -62774 | -42233 | -16859198 | -6337898 | -14450568 |
Profit Factor | 4.3663 | 4.9542 | 2.8439 | 1.6686 | 2.6751 | 0.5047 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 58.6667 | 56.7568 | 60.5263 | 58.6667 | 56.7568 | 60.5263 |
Ratio Avg Win / Avg Loss | 3.0763 | 3.7746 | 1.8547 | 1.1756 | 2.0382 | 0.3291 |
Largest Winning Trade | 308054 | 308054 | 52843 | 28129702 | 28129702 | 2783053 |
Largest Losing Trade | -37799 | -37799 | -14002 | -6337898 | -6337898 | -5502216 |
Avg Bars in Trades | 185 | 341 | 34 | 185 | 341 | 34 |
Avg Bars in Winners | 220 | 421 | 37 | 220 | 421 | 37 |
Avg Bars in Losers | 136 | 235 | 29 | 136 | 235 | 29 |
Bars Traded | 13929 | 12623 | 1307 | 13929 | 12623 | 1307 |
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 | -98316 | -101938 | -271072 | -49634 | 514011 | -579400 |
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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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