Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1050250.1268 | 849719.598 | 200530.5288 | 65711091.7001 | 71658348.6058 | -5947256.9057 |
Total P&L (%) | 1050.2501 | 849.7196 | 200.5305 | 65711.0917 | 71658.3486 | -5947.2569 |
Avg Daily Profit (%) | 0.4199 | 0.3398 | 0.0802 | 0.2598 | 0.2633 | 0 |
Buy And Hold Return (%) | 802.1052 | 802.1052 | 802.1052 | 802.1052 | 802.1052 | 802.1052 |
Max Trade Drawdown | -54634 | -46255 | -51307 | -18107279 | -8078700 | -14006915 |
Profit Factor | 5.1301 | 8.5748 | 2.411 | 2.8538 | 5.8146 | 0.7108 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 67.1429 | 65.7143 | 68.5714 | 67.1429 | 65.7143 | 68.5714 |
Ratio Avg Win / Avg Loss | 2.5105 | 4.4738 | 1.1051 | 1.3966 | 3.0337 | 0.3258 |
Largest Winning Trade | 355757 | 355757 | 44068 | 58936417 | 58936417 | 4183284 |
Largest Losing Trade | -35141 | -17392 | -35141 | -10587474 | -6884210 | -10587474 |
Avg Bars in Trades | 69 | 70 | 67 | 69 | 70 | 67 |
Avg Bars in Winners | 68 | 70 | 67 | 68 | 70 | 67 |
Avg Bars in Losers | 69 | 71 | 66 | 69 | 71 | 66 |
Bars Traded | 4831 | 2469 | 2362 | 4831 | 2469 | 2362 |
Profit Streak | 0 | 110.9404 | 0 | 0 | 110.9404 | 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 | -147999 | -126563 | -245797 | -83391 | 718422 | -578380 |
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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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